+661.7%
CRS vs PL
+45.6%
+616.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +0.2% | +5.6% | -5.4% | -0.8% |
| 30D | -22.9% | -16.9% | -5.9% | -20.7% |
| 3M | -46.8% | -38.2% | -8.6% | -42.8% |
| 6M | -30.4% | -63.4% | +33.0% | -20.0% |
| YTD | -5.4% | -27.6% | +22.3% | -6.3% |
| 1Y | -9.0% | +6.6% | -15.6% | -16.8% |
| 3Y | +352.2% | +557.6% | -205.5% | +163.2% |
| 5Y | +852.2% | +39.5% | +812.8% | +534.9% |
| All | +661.7% | +45.6% | +616.1% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling