+1,518.3%
CRS vs PSLV
+108.9%
+1,409.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.1% |
| 7D | -4.1% | -4.9% | +0.8% | -3.1% |
| 30D | -16.6% | -1.9% | -14.7% | -16.4% |
| 3M | -14.3% | +4.2% | -18.5% | -15.4% |
| 6M | +11.6% | -27.6% | +39.2% | +18.5% |
| YTD | +42.6% | -11.7% | +54.3% | +39.6% |
| 1Y | +81.8% | +49.3% | +32.5% | +54.8% |
| 3Y | +632.1% | +167.1% | +464.9% | +431.7% |
| 5Y | +1,401.6% | +151.7% | +1,250.0% | +993.1% |
| 10Y | +1,379.0% | +187.0% | +1,192.1% | +907.4% |
| All | +1,518.3% | +108.9% | +1,409.4% | +865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling