+267.6%
PM vs CRS
+831.0%
-563.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.8% |
| 7D | -7.1% | +4.4% | -11.4% | -7.7% |
| 30D | -2.8% | -19.1% | +16.3% | -0.6% |
| 3M | +6.3% | -43.2% | +49.6% | +13.8% |
| 6M | +9.6% | -28.9% | +38.5% | +13.0% |
| YTD | +25.6% | -3.0% | +28.6% | +22.8% |
| 1Y | +29.7% | -5.3% | +35.0% | +27.1% |
| 3Y | +147.6% | +363.5% | -216.0% | +77.9% |
| 5Y | +160.1% | +858.2% | -698.1% | +57.3% |
| All | +267.6% | +831.0% | -563.4% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling