+629.1%
CRS vs PSKY
-21.8%
+650.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.2% |
| 7D | -0.5% | -6.8% | +6.3% | -0.3% |
| 30D | -18.1% | +10.2% | -28.3% | -18.5% |
| 3M | -12.4% | +0.3% | -12.7% | -12.6% |
| 6M | +15.9% | -7.8% | +23.7% | +16.0% |
| YTD | +45.8% | -23.0% | +68.8% | +47.0% |
| 1Y | +87.8% | -31.6% | +119.4% | +89.6% |
| All | +629.1% | -21.8% | +650.9% | +609.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling