+124.3%
PM vs CRS
+653.3%
-529.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | -2.6% | -19.6% | +17.1% | -2.6% |
| 3M | +5.8% | -8.1% | +13.9% | +5.6% |
| 6M | +10.6% | +18.6% | -8.0% | +9.9% |
| YTD | +17.2% | +45.9% | -28.7% | +16.1% |
| 1Y | +17.6% | +82.5% | -64.8% | +16.0% |
| 3Y | +124.3% | +648.9% | -524.6% | +99.8% |
| All | +124.3% | +653.3% | -529.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling