+196.2%
PAAS vs CRS
+790.4%
-594.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -8.9% | +4.8% | -13.7% | -9.8% |
| 30D | -11.4% | -23.2% | +11.8% | -7.0% |
| 3M | -20.4% | -45.5% | +25.1% | -10.8% |
| 6M | -40.7% | -33.1% | -7.6% | -36.3% |
| YTD | -26.9% | -7.2% | -19.7% | -26.7% |
| 1Y | -3.1% | -10.0% | +7.0% | -2.2% |
| 3Y | +199.3% | +332.3% | -133.1% | +115.2% |
| 5Y | +48.3% | +801.9% | -753.6% | -9.5% |
| All | +196.2% | +790.4% | -594.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling