+1,441.1%
CRS vs PR
+169.5%
+1,271.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.9% |
| 30D | -16.6% | +18.0% | -34.7% | -19.7% |
| 3M | -3.5% | +16.9% | -20.3% | -7.2% |
| 6M | +15.4% | +28.2% | -12.8% | +8.1% |
| YTD | +51.2% | +69.3% | -18.1% | +33.1% |
| 1Y | +98.3% | +69.5% | +28.8% | +74.1% |
| 3Y | +651.5% | +81.7% | +569.9% | +541.2% |
| 5Y | +1,411.1% | +422.2% | +988.9% | +907.6% |
| 10Y | +1,424.3% | +110.4% | +1,314.0% | +994.5% |
| All | +1,441.1% | +169.5% | +1,271.6% | +1,002.6% |
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