+826.6%
CRS vs PL
+33.5%
+793.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.2% |
| 7D | +7.4% | +22.3% | -14.8% | +3.8% |
| 30D | -21.2% | -8.3% | -12.9% | -20.2% |
| 3M | -43.3% | -43.3% | 0.0% | -38.1% |
| 6M | -29.4% | -65.8% | +36.4% | -17.9% |
| YTD | -4.7% | -29.5% | +24.8% | -5.2% |
| 1Y | -9.6% | +11.7% | -21.3% | -18.0% |
| 3Y | +355.5% | +540.6% | -185.1% | +167.2% |
| 5Y | +826.6% | +32.9% | +793.7% | +524.8% |
| All | +826.6% | +33.5% | +793.0% | +524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling