+239.7%
PAAS vs CRS
+1,345.8%
-1,106.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | +2.5% | -18.1% | +20.6% | +6.4% |
| 3M | +15.1% | -12.4% | +27.5% | +17.6% |
| 6M | -12.1% | +15.9% | -28.0% | -15.2% |
| YTD | +3.1% | +45.8% | -42.8% | -5.2% |
| 1Y | +50.8% | +87.8% | -36.9% | +31.1% |
| 3Y | +259.5% | +648.7% | -389.2% | +131.3% |
| 5Y | +126.3% | +1,416.6% | -1,290.3% | +24.2% |
| 10Y | +239.7% | +1,412.7% | -1,172.9% | +51.5% |
| All | +239.7% | +1,345.8% | -1,106.0% | +51.5% |
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