+815.9%
CRS vs PTC
+60.7%
+755.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | -23.2% | +1.2% | -24.4% | -23.4% |
| 3M | -45.5% | +27.4% | -72.9% | -50.0% |
| 6M | -33.1% | +39.2% | -72.3% | -41.4% |
| YTD | -7.2% | +12.5% | -19.7% | -10.9% |
| 1Y | -10.0% | +12.3% | -22.3% | -13.5% |
| 3Y | +332.3% | +28.8% | +303.5% | +266.0% |
| All | +815.9% | +60.7% | +755.2% | +548.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling