+604.8%
CRS vs PNR
-14.5%
+619.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -6.8% | -6.0% | -0.7% | -3.7% |
| 30D | -16.1% | -14.0% | -2.2% | -9.5% |
| 3M | -21.2% | -21.7% | +0.5% | -12.1% |
| 6M | +8.7% | -37.3% | +46.0% | +38.3% |
| YTD | +41.0% | -45.1% | +86.1% | +91.4% |
| 1Y | +82.7% | -49.1% | +131.8% | +162.3% |
| 3Y | +604.8% | -14.8% | +619.6% | +584.2% |
| All | +604.8% | -14.5% | +619.2% | +584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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