+119.0%
PAAS vs CRL
-35.5%
+154.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +6.8% | +10.7% | -3.9% | +4.9% |
| 3M | -2.9% | +55.3% | -58.2% | -10.8% |
| 6M | -16.4% | +60.7% | -77.1% | -24.3% |
| YTD | 0.0% | +44.6% | -44.6% | -7.8% |
| 1Y | +54.3% | +77.7% | -23.4% | +36.4% |
| 3Y | +230.7% | +37.6% | +193.0% | +200.0% |
| All | +119.0% | -35.5% | +154.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling