+82.7%
CRS vs PTC
-36.4%
+119.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -0.9% |
| 7D | -6.8% | -7.3% | +0.5% | -7.6% |
| 30D | -16.1% | -11.6% | -4.5% | -17.4% |
| 3M | -21.2% | +10.5% | -31.6% | -19.8% |
| 6M | +8.7% | -17.8% | +26.5% | +13.8% |
| YTD | +41.0% | -24.9% | +65.9% | +52.4% |
| 1Y | +82.7% | -36.8% | +119.5% | +122.2% |
| All | +82.7% | -36.4% | +119.1% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling