+1,339.5%
CRS vs PTC
+200.2%
+1,139.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.1% | -14.2% | +10.1% | +3.0% |
| 30D | -16.6% | -14.4% | -2.1% | -10.6% |
| 3M | -14.3% | -4.7% | -9.6% | -15.0% |
| 6M | +11.6% | -19.3% | +30.9% | +19.6% |
| YTD | +42.6% | -26.1% | +68.7% | +59.2% |
| 1Y | +81.8% | -37.1% | +118.9% | +121.2% |
| 3Y | +632.1% | -10.4% | +642.4% | +604.9% |
| 5Y | +1,401.6% | +2.5% | +1,399.2% | +1,205.2% |
| All | +1,339.5% | +200.2% | +1,139.3% | +665.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling