+9,832.2%
CRS vs PPG
+2,625.9%
+7,206.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.6% |
| 7D | -0.5% | -3.7% | +3.2% | +2.0% |
| 30D | -18.1% | -7.2% | -10.9% | -13.9% |
| 3M | -12.4% | -7.3% | -5.1% | -8.5% |
| 6M | +15.9% | +0.3% | +15.7% | +14.8% |
| YTD | +45.8% | +6.5% | +39.3% | +37.3% |
| 1Y | +87.8% | +0.5% | +87.2% | +82.9% |
| 3Y | +648.7% | -15.3% | +664.0% | +702.0% |
| 5Y | +1,416.6% | -22.9% | +1,439.5% | +1,609.4% |
| 10Y | +1,412.7% | +28.4% | +1,384.3% | +1,157.9% |
| All | +9,832.2% | +2,625.9% | +7,206.3% | +2,822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling