+19.3%
PH vs CRS
-3.8%
+23.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.3% |
| 7D | -0.2% | +4.3% | -4.5% | -1.3% |
| 30D | -6.7% | -25.5% | +18.8% | +0.2% |
| 3M | -8.1% | -48.7% | +40.6% | +7.7% |
| 6M | +5.3% | -31.6% | +37.0% | +14.1% |
| YTD | +4.2% | -7.0% | +11.2% | +7.8% |
| 1Y | +19.3% | -4.5% | +23.8% | +23.0% |
| All | +19.3% | -3.8% | +23.1% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling