+826.6%
CRS vs PR
+269.8%
+556.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.3% |
| 7D | +7.4% | +6.7% | +0.7% | +5.3% |
| 30D | -21.2% | -6.1% | -15.1% | -19.9% |
| 3M | -43.3% | +6.9% | -50.1% | -44.8% |
| 6M | -29.4% | +14.6% | -44.0% | -33.4% |
| YTD | -4.7% | +66.1% | -70.8% | -21.7% |
| 1Y | -9.6% | +77.0% | -86.6% | -27.6% |
| 3Y | +355.5% | +93.8% | +261.6% | +245.0% |
| 5Y | +826.6% | +268.2% | +558.3% | +424.9% |
| All | +826.6% | +269.8% | +556.8% | +424.9% |
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