+378.1%
PSX vs CRS
+1,392.1%
-1,013.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +1.7% | -6.8% | +8.5% | +4.1% |
| 30D | +15.6% | -16.1% | +31.8% | +22.3% |
| 3M | +46.5% | -21.2% | +67.6% | +56.6% |
| 6M | +55.0% | +8.7% | +46.3% | +44.9% |
| YTD | +105.3% | +41.0% | +64.3% | +73.0% |
| 1Y | +101.6% | +82.7% | +18.9% | +51.5% |
| 3Y | +134.1% | +604.8% | -470.6% | -3.7% |
| 5Y | +368.7% | +1,384.7% | -1,016.0% | +29.9% |
| All | +378.1% | +1,392.1% | -1,013.9% | +14.4% |
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 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