+246.6%
PAAS vs CRS
+653.3%
-406.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.1% |
| 7D | +2.0% | -3.1% | +5.1% | +2.6% |
| 30D | -0.1% | -19.6% | +19.5% | +4.6% |
| 3M | +8.2% | -8.1% | +16.3% | +9.6% |
| 6M | -13.8% | +18.6% | -32.4% | -17.6% |
| YTD | -0.6% | +45.9% | -46.5% | -8.9% |
| 1Y | +44.0% | +82.5% | -38.5% | +25.5% |
| 3Y | +246.6% | +648.9% | -402.3% | +112.1% |
| All | +246.6% | +653.3% | -406.7% | +112.1% |
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 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