+26.1%
PAAS vs CRL
+85.3%
-59.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -7.3% | +15.6% | +9.9% |
| 7D | -1.1% | -12.8% | +11.7% | +1.9% |
| 30D | -8.5% | +5.0% | -13.4% | -10.2% |
| 3M | -7.3% | +39.4% | -46.7% | -15.1% |
| 6M | -18.3% | +89.4% | -107.6% | -30.7% |
| YTD | -19.2% | +63.6% | -82.7% | -31.0% |
| 1Y | +26.1% | +83.5% | -57.3% | +8.4% |
| All | +26.1% | +85.3% | -59.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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