+6,393.1%
CRS vs PTC
+8,871.4%
-2,478.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +7.4% | +0.8% | +6.6% | +7.2% |
| 30D | -21.2% | +1.2% | -22.4% | -21.4% |
| 3M | -43.3% | +32.6% | -75.9% | -47.1% |
| 6M | -29.4% | +36.1% | -65.5% | -35.2% |
| YTD | -4.7% | +12.7% | -17.3% | -9.5% |
| 1Y | -9.6% | +10.2% | -19.8% | -13.7% |
| 3Y | +355.5% | +29.4% | +326.0% | +318.7% |
| 5Y | +826.6% | +61.1% | +765.5% | +713.9% |
| 10Y | +846.1% | +317.1% | +529.0% | +601.8% |
| All | +6,393.1% | +8,871.4% | -2,478.3% | +2,892.9% |
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