+224.2%
PAAS vs CRS
+365.2%
-141.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | +0.6% |
| 7D | +8.8% | +4.9% | +3.9% | +7.5% |
| 30D | -8.5% | -20.8% | +12.4% | -3.8% |
| 3M | -17.0% | -46.4% | +29.4% | -4.9% |
| 6M | -27.9% | -28.6% | +0.7% | -23.0% |
| YTD | -17.5% | -2.8% | -14.6% | -17.7% |
| 1Y | +22.8% | -6.7% | +29.6% | +23.5% |
| 3Y | +224.2% | +368.0% | -143.8% | +99.2% |
| All | +224.2% | +365.2% | -141.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling