+10,197.9%
CRS vs PTC
+6,346.6%
+3,851.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.9% |
| 7D | -0.2% | -10.3% | +10.0% | +1.9% |
| 30D | -16.6% | +1.1% | -17.8% | -17.0% |
| 3M | -3.5% | +1.6% | -5.1% | -4.9% |
| 6M | +15.4% | -13.5% | +28.9% | +17.1% |
| YTD | +51.2% | -19.1% | +70.2% | +55.2% |
| 1Y | +98.3% | -33.9% | +132.2% | +111.9% |
| 3Y | +651.5% | -3.9% | +655.5% | +641.6% |
| 5Y | +1,411.1% | +6.0% | +1,405.1% | +1,358.1% |
| 10Y | +1,424.3% | +223.7% | +1,200.6% | +1,104.9% |
| All | +10,197.9% | +6,346.6% | +3,851.3% | +5,030.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling