+542.7%
PBR vs CRS
+1,363.4%
-820.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +5.4% | -6.8% | +12.1% | +6.2% |
| 30D | +22.9% | -16.1% | +39.0% | +25.3% |
| 3M | +19.6% | -21.2% | +40.8% | +22.7% |
| 6M | +16.5% | +8.7% | +7.8% | +13.8% |
| YTD | +86.7% | +41.0% | +45.7% | +75.0% |
| 1Y | +74.7% | +82.7% | -8.0% | +56.6% |
| 3Y | +102.6% | +604.8% | -502.2% | +42.8% |
| All | +542.7% | +1,363.4% | -820.7% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling