+82.5%
CRS vs PR
+74.4%
+8.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.8% | -3.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -19.6% | +17.4% | -37.0% | -18.5% |
| 3M | -8.1% | +21.8% | -29.8% | -6.2% |
| 6M | +18.6% | +27.6% | -9.0% | +17.2% |
| YTD | +45.9% | +71.4% | -25.6% | +35.1% |
| 1Y | +82.5% | +78.3% | +4.1% | +62.8% |
| All | +82.5% | +74.4% | +8.1% | +62.8% |
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