+23,639.3%
PH vs CRS
+6,203.6%
+17,435.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.9% |
| 7D | +4.3% | +4.8% | -0.4% | +2.5% |
| 30D | +0.1% | -23.2% | +23.3% | +9.3% |
| 3M | -9.4% | -45.5% | +36.1% | +11.8% |
| 6M | +8.8% | -33.1% | +41.9% | +23.3% |
| YTD | +9.6% | -7.2% | +16.8% | +8.8% |
| 1Y | +14.4% | -10.0% | +24.5% | +14.6% |
| 3Y | +134.5% | +332.3% | -197.8% | +23.7% |
| 5Y | +204.4% | +801.9% | -597.4% | +15.9% |
| 10Y | +697.3% | +820.9% | -123.6% | +167.1% |
| All | +23,639.3% | +6,203.6% | +17,435.7% | +3,501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling