+900.7%
CRS vs PR
+66.0%
+834.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -1.7% | -16.4% | +14.7% | +2.0% |
| 30D | -28.8% | -1.9% | -26.9% | -28.7% |
| 3M | -50.0% | +8.0% | -58.0% | -51.1% |
| 6M | -39.2% | +4.1% | -43.3% | -40.4% |
| YTD | -11.4% | +58.7% | -70.1% | -21.3% |
| 1Y | -11.7% | +75.8% | -87.5% | -23.4% |
| 3Y | +319.6% | +73.2% | +246.5% | +261.2% |
| 5Y | +794.8% | +230.1% | +564.6% | +547.7% |
| All | +900.7% | +66.0% | +834.7% | +633.4% |
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