+1,350.3%
CRS vs PSKY
-70.1%
+1,420.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -6.8% | -2.4% | -4.4% | -6.4% |
| 30D | -16.1% | +11.6% | -27.7% | -17.8% |
| 3M | -21.2% | +1.5% | -22.7% | -21.7% |
| 6M | +8.7% | +7.7% | +1.0% | +6.4% |
| YTD | +41.0% | -20.1% | +61.1% | +44.4% |
| 1Y | +82.7% | -38.3% | +120.9% | +94.7% |
| 3Y | +604.8% | -17.7% | +622.5% | +552.2% |
| All | +1,350.3% | -70.1% | +1,420.4% | +1,984.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling