+23,761.0%
PH vs CRS
+10,171.0%
+13,590.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -3.2% | -16.6% | +13.4% | +3.1% |
| 3M | +10.6% | -3.5% | +14.1% | +11.1% |
| 6M | -2.1% | +15.4% | -17.6% | -8.6% |
| YTD | +10.2% | +51.2% | -41.0% | -7.6% |
| 1Y | +28.2% | +98.3% | -70.1% | -4.2% |
| 3Y | +134.9% | +651.5% | -516.7% | +1.9% |
| 5Y | +253.6% | +1,411.1% | -1,157.5% | +12.3% |
| 10Y | +804.7% | +1,424.3% | -619.6% | +152.2% |
| All | +23,761.0% | +10,171.0% | +13,590.0% | +2,960.4% |
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