+949.7%
PAAS vs CRS
+3,677.5%
-2,727.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.1% |
| 7D | -5.2% | +4.4% | -9.6% | -6.3% |
| 30D | -13.9% | -19.1% | +5.2% | -9.5% |
| 3M | -23.8% | -43.2% | +19.5% | -12.1% |
| 6M | -36.4% | -28.9% | -7.5% | -31.3% |
| YTD | -23.4% | -3.0% | -20.4% | -24.4% |
| 1Y | +5.6% | -5.3% | +11.0% | +4.8% |
| 3Y | +209.7% | +363.5% | -153.8% | +90.0% |
| 5Y | +55.6% | +858.2% | -802.6% | -25.4% |
| 10Y | +212.2% | +862.9% | -650.7% | +24.6% |
| All | +949.7% | +3,677.5% | -2,727.8% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling