+202.2%
PM vs CRS
+1,443.4%
-1,241.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.2% | -0.5% | -0.6% | -1.1% |
| 30D | -0.2% | -18.1% | +17.9% | +2.4% |
| 3M | +4.9% | -12.4% | +17.3% | +6.2% |
| 6M | +9.0% | +15.9% | -6.9% | +5.6% |
| YTD | +17.8% | +45.8% | -28.0% | +10.0% |
| 1Y | +16.8% | +87.8% | -70.9% | +4.4% |
| 3Y | +125.4% | +648.7% | -523.3% | +54.0% |
| 5Y | +128.7% | +1,416.6% | -1,287.9% | +32.7% |
| All | +202.2% | +1,443.4% | -1,241.2% | +59.7% |
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