+1,116.9%
CRS vs PL
+84.9%
+1,032.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.9% |
| 7D | -0.2% | -9.3% | +9.1% | +1.2% |
| 30D | -16.6% | -18.9% | +2.3% | -13.9% |
| 3M | -3.5% | -58.4% | +54.9% | +9.5% |
| 6M | +15.4% | -30.3% | +45.7% | +16.9% |
| YTD | +51.2% | -8.1% | +59.3% | +44.6% |
| 1Y | +98.3% | +180.5% | -82.2% | +50.4% |
| 3Y | +651.5% | +444.1% | +207.4% | +352.1% |
| 5Y | +1,411.1% | +83.0% | +1,328.1% | +856.8% |
| All | +1,116.9% | +84.9% | +1,032.0% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling