+763.1%
PM vs CRS
+1,016.7%
-253.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | -4.9% | -0.2% | -4.6% | -4.9% |
| 30D | -3.4% | -16.6% | +13.2% | -0.7% |
| 3M | +5.2% | -3.5% | +8.6% | +5.1% |
| 6M | +3.7% | +15.4% | -11.7% | +0.1% |
| YTD | +15.8% | +51.2% | -35.4% | +6.6% |
| 1Y | +17.4% | +98.3% | -80.9% | +2.5% |
| 3Y | +116.9% | +651.5% | -534.6% | +44.2% |
| 5Y | +117.3% | +1,411.1% | -1,293.8% | +22.8% |
| 10Y | +193.8% | +1,424.3% | -1,230.6% | +48.1% |
| All | +763.1% | +1,016.7% | -253.5% | +250.7% |
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 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