+1,444.5%
CRS vs PR
+433.6%
+1,010.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -0.2% | +2.9% | -3.1% | -1.1% |
| 30D | -16.6% | +18.0% | -34.7% | -21.0% |
| 3M | -3.5% | +16.9% | -20.3% | -8.8% |
| 6M | +15.4% | +28.2% | -12.8% | +4.5% |
| YTD | +51.2% | +69.3% | -18.1% | +24.2% |
| 1Y | +98.3% | +69.5% | +28.8% | +62.0% |
| 3Y | +651.5% | +81.7% | +569.9% | +481.1% |
| All | +1,444.5% | +433.6% | +1,010.9% | +669.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling