+1,323.2%
CRS vs PSLV
+190.6%
+1,132.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -6.8% | -3.5% | -3.3% | -6.0% |
| 30D | -16.1% | -2.1% | -14.0% | -15.9% |
| 3M | -21.2% | -1.6% | -19.5% | -21.3% |
| 6M | +8.7% | -25.5% | +34.2% | +15.3% |
| YTD | +41.0% | -11.4% | +52.4% | +35.9% |
| 1Y | +82.7% | +48.6% | +34.1% | +47.9% |
| 3Y | +604.8% | +166.9% | +437.9% | +360.8% |
| 5Y | +1,384.7% | +152.4% | +1,232.3% | +867.0% |
| All | +1,323.2% | +190.6% | +1,132.6% | +685.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling