+1,871.4%
CRS vs PSKY
-42.2%
+1,913.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.3% |
| 30D | -16.6% | +24.0% | -40.6% | -23.9% |
| 3M | -3.5% | +2.2% | -5.6% | -5.2% |
| 6M | +15.4% | -9.0% | +24.4% | +16.9% |
| YTD | +51.2% | -18.1% | +69.3% | +56.6% |
| 1Y | +98.3% | -25.1% | +123.4% | +105.7% |
| 3Y | +651.5% | -16.3% | +667.9% | +520.4% |
| 5Y | +1,411.1% | -70.4% | +1,481.5% | +1,788.0% |
| 10Y | +1,424.3% | -74.2% | +1,498.5% | +1,547.0% |
| All | +1,871.4% | -42.2% | +1,913.7% | +1,088.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling