+50.8%
PAAS vs CRS
+83.0%
-32.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| 3M | +15.1% | -12.4% | +27.5% | +17.7% |
| 6M | -12.1% | +15.9% | -28.0% | -15.7% |
| YTD | +3.1% | +45.8% | -42.8% | -2.8% |
| 1Y | +50.8% | +87.8% | -36.9% | +41.1% |
| All | +50.8% | +83.0% | -32.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling