-3.1%
PAAS vs CRS
-14.1%
+11.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | -8.9% | +4.8% | -13.7% | -10.2% |
| 30D | -11.4% | -23.2% | +11.8% | -4.8% |
| 3M | -20.4% | -45.5% | +25.1% | -5.8% |
| 6M | -40.7% | -33.1% | -7.6% | -35.1% |
| YTD | -26.9% | -7.2% | -19.7% | -25.0% |
| 1Y | -3.1% | -10.0% | +7.0% | +1.1% |
| All | -3.1% | -14.1% | +11.0% | +1.1% |
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