+604.8%
CRS vs PPG
-17.4%
+622.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.4% |
| 7D | -6.8% | -6.2% | -0.5% | -3.4% |
| 30D | -16.1% | -7.9% | -8.2% | -12.3% |
| 3M | -21.2% | -10.2% | -11.0% | -16.9% |
| 6M | +8.7% | +2.7% | +6.0% | +6.4% |
| YTD | +41.0% | +4.9% | +36.1% | +34.7% |
| 1Y | +82.7% | -3.2% | +85.9% | +81.9% |
| 3Y | +604.8% | -17.0% | +621.8% | +620.2% |
| All | +604.8% | -17.4% | +622.1% | +620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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