+1,269.9%
PAAS vs CRS
+5,786.7%
-4,516.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +6.8% | -16.6% | +23.4% | +11.8% |
| 3M | -2.9% | -3.5% | +0.6% | -2.6% |
| 6M | -16.4% | +15.4% | -31.9% | -20.3% |
| YTD | 0.0% | +51.2% | -51.2% | -11.7% |
| 1Y | +54.3% | +98.3% | -44.0% | +25.2% |
| 3Y | +230.7% | +651.5% | -420.9% | +78.7% |
| 5Y | +111.6% | +1,411.1% | -1,299.5% | -9.9% |
| 10Y | +211.7% | +1,424.3% | -1,212.6% | +10.0% |
| All | +1,269.9% | +5,786.7% | -4,516.8% | +255.3% |
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