+216.6%
PAAS vs CRS
+858.1%
-641.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.3% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | -13.8% | -22.9% | +9.1% | -9.6% |
| 3M | -22.7% | -46.8% | +24.1% | -12.9% |
| 6M | -32.1% | -30.4% | -1.7% | -27.7% |
| YTD | -22.3% | -5.4% | -16.9% | -22.4% |
| 1Y | +7.7% | -9.0% | +16.6% | +8.3% |
| 3Y | +214.0% | +352.2% | -138.1% | +123.9% |
| 5Y | +63.2% | +852.2% | -789.0% | -1.4% |
| All | +216.6% | +858.1% | -641.5% | +78.8% |
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