+804.6%
CRS vs PR
+147.8%
+656.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.3% | -3.5% |
| 7D | -6.6% | -16.5% | +9.9% | -3.2% |
| 30D | -29.5% | -4.5% | -25.0% | -28.9% |
| 3M | -51.1% | +8.5% | -59.6% | -52.1% |
| 6M | -37.3% | -3.3% | -33.9% | -37.5% |
| YTD | -11.2% | +55.7% | -67.0% | -20.7% |
| 1Y | -11.5% | +82.0% | -93.5% | -23.7% |
| 3Y | +324.4% | +62.5% | +262.0% | +270.8% |
| 5Y | +796.6% | +223.9% | +572.7% | +554.8% |
| 10Y | +929.0% | +64.2% | +864.8% | +632.9% |
| All | +804.6% | +147.8% | +656.8% | +556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling