+9,832.2%
CRS vs PNR
+3,485.2%
+6,347.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | -0.5% | -3.9% | +3.3% | +1.7% |
| 30D | -18.1% | -13.8% | -4.3% | -11.3% |
| 3M | -12.4% | -22.5% | +10.1% | -1.1% |
| 6M | +15.9% | -37.2% | +53.1% | +46.7% |
| YTD | +45.8% | -44.2% | +90.0% | +94.6% |
| 1Y | +87.8% | -46.6% | +134.4% | +156.8% |
| 3Y | +648.7% | -12.5% | +661.2% | +674.5% |
| 5Y | +1,416.6% | -19.3% | +1,436.0% | +1,527.2% |
| 10Y | +1,412.7% | +67.5% | +1,345.2% | +1,056.6% |
| All | +9,832.2% | +3,485.2% | +6,347.0% | +3,950.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling