+782.8%
PH vs CRS
+1,409.1%
-626.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -3.1% | -4.1% | +1.0% | -1.6% |
| 30D | -11.8% | -16.6% | +4.8% | -5.5% |
| 3M | +6.9% | -14.3% | +21.2% | +12.5% |
| 6M | -1.3% | +11.6% | -12.9% | -7.1% |
| YTD | +7.0% | +42.6% | -35.6% | -9.5% |
| 1Y | +23.1% | +81.8% | -58.7% | -7.1% |
| 3Y | +135.4% | +632.1% | -496.7% | -5.4% |
| 5Y | +250.3% | +1,401.6% | -1,151.3% | -2.7% |
| All | +782.8% | +1,409.1% | -626.3% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling