+24,016.6%
PH vs CRS
+6,491.0%
+17,525.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | +6.9% | +4.4% | +2.5% | +5.1% |
| 30D | +1.7% | -19.1% | +20.8% | +8.9% |
| 3M | -8.1% | -43.2% | +35.1% | +11.7% |
| 6M | +11.5% | -28.9% | +40.4% | +23.6% |
| YTD | +11.4% | -3.0% | +14.3% | +8.7% |
| 1Y | +14.1% | -5.3% | +19.4% | +12.1% |
| 3Y | +138.2% | +363.5% | -225.3% | +22.5% |
| 5Y | +216.0% | +858.2% | -642.2% | +17.7% |
| 10Y | +710.0% | +862.9% | -153.0% | +167.0% |
| All | +24,016.6% | +6,491.0% | +17,525.6% | +3,500.5% |
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