+612.8%
CRS vs PHM
+47.0%
+565.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -4.1% | -6.4% | +2.2% | -2.0% |
| 30D | -16.6% | -12.1% | -4.5% | -13.0% |
| 3M | -14.3% | -1.5% | -12.7% | -14.3% |
| 6M | +11.6% | -6.0% | +17.6% | +13.2% |
| YTD | +42.6% | -0.3% | +42.9% | +41.3% |
| 1Y | +81.8% | -13.3% | +95.2% | +87.9% |
| All | +612.8% | +47.0% | +565.8% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling