+6,508.2%
CRS vs PTC
+8,866.4%
-2,358.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | -19.1% | +0.9% | -20.0% | -19.3% |
| 3M | -43.2% | +30.4% | -73.6% | -46.9% |
| 6M | -28.9% | +34.4% | -63.3% | -34.5% |
| YTD | -3.0% | +12.6% | -15.6% | -7.9% |
| 1Y | -5.3% | +10.2% | -15.5% | -9.7% |
| 3Y | +363.5% | +29.4% | +334.2% | +326.1% |
| 5Y | +858.2% | +63.7% | +794.4% | +739.0% |
| 10Y | +862.9% | +316.9% | +546.0% | +614.4% |
| All | +6,508.2% | +8,866.4% | -2,358.2% | +2,946.3% |
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