+133.3%
PSX vs CRS
+620.4%
-487.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.6% |
| 7D | +1.5% | -4.1% | +5.6% | +2.0% |
| 30D | +15.8% | -16.6% | +32.4% | +18.1% |
| 3M | +43.0% | -14.3% | +57.3% | +44.5% |
| 6M | +61.1% | +11.6% | +49.5% | +55.4% |
| YTD | +104.5% | +42.6% | +61.9% | +87.8% |
| 1Y | +102.5% | +81.8% | +20.7% | +75.7% |
| All | +133.3% | +620.4% | -487.1% | +73.2% |
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