+98.3%
CRS vs PR
+76.5%
+21.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.5% |
| 7D | -0.2% | +2.9% | -3.1% | +0.1% |
| 30D | -16.6% | +18.0% | -34.7% | -15.4% |
| 3M | -3.5% | +16.9% | -20.3% | -1.5% |
| 6M | +15.4% | +28.2% | -12.8% | +14.0% |
| YTD | +51.2% | +69.3% | -18.1% | +41.7% |
| 1Y | +98.3% | +69.5% | +28.8% | +80.8% |
| All | +98.3% | +76.5% | +21.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling