+862.9%
CRS vs PR
+72.8%
+790.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.9% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | -19.1% | -4.6% | -14.5% | -18.5% |
| 3M | -43.2% | +4.7% | -47.9% | -44.0% |
| 6M | -28.9% | +12.4% | -41.3% | -31.4% |
| YTD | -3.0% | +62.9% | -65.8% | -14.3% |
| 1Y | -5.3% | +70.6% | -75.9% | -17.3% |
| 3Y | +363.5% | +90.0% | +273.5% | +291.3% |
| 5Y | +858.2% | +255.5% | +602.7% | +583.2% |
| 10Y | +862.9% | +78.7% | +784.2% | +604.9% |
| All | +862.9% | +72.8% | +790.1% | +604.9% |
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