+251.1%
PH vs CRS
+1,446.1%
-1,195.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | -10.3% | -18.1% | +7.8% | -4.5% |
| 3M | +5.1% | -12.4% | +17.5% | +8.9% |
| 6M | +2.3% | +15.9% | -13.6% | -4.0% |
| YTD | +8.7% | +45.8% | -37.1% | -6.0% |
| 1Y | +26.8% | +87.8% | -61.0% | -0.8% |
| 3Y | +139.2% | +648.7% | -509.5% | +11.6% |
| 5Y | +251.1% | +1,416.6% | -1,165.5% | +25.2% |
| All | +251.1% | +1,446.1% | -1,195.0% | +25.2% |
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 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