+23.1%
PH vs CRS
+81.8%
-58.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.2% |
| 30D | -11.8% | -16.6% | +4.8% | -8.2% |
| 3M | +6.9% | -14.3% | +21.2% | +10.1% |
| 6M | -1.3% | +11.6% | -12.9% | -4.6% |
| YTD | +7.0% | +42.6% | -35.6% | -0.5% |
| 1Y | +23.1% | +81.8% | -58.7% | +9.3% |
| All | +23.1% | +81.8% | -58.7% | +9.3% |
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 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