+862.6%
CRS vs PR
+65.1%
+797.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | +0.2% | -9.5% | +9.7% | +2.3% |
| 30D | -22.9% | -5.7% | -17.2% | -22.1% |
| 3M | -46.8% | +3.0% | -49.8% | -47.4% |
| 6M | -30.4% | +11.8% | -42.2% | -32.8% |
| YTD | -5.4% | +58.5% | -63.8% | -15.9% |
| 1Y | -9.0% | +69.9% | -78.9% | -20.5% |
| 3Y | +352.2% | +84.9% | +267.2% | +283.9% |
| 5Y | +852.2% | +246.4% | +605.8% | +582.8% |
| 10Y | +862.6% | +70.3% | +792.3% | +610.9% |
| All | +862.6% | +65.1% | +797.6% | +610.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling