+367.0%
PSX vs CRS
+1,358.7%
-991.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.4% |
| 7D | +1.5% | -4.1% | +5.6% | +2.3% |
| 30D | +15.8% | -16.6% | +32.4% | +19.9% |
| 3M | +43.0% | -14.3% | +57.3% | +46.1% |
| 6M | +61.1% | +11.6% | +49.5% | +53.2% |
| YTD | +104.5% | +42.6% | +61.9% | +82.0% |
| 1Y | +102.5% | +81.8% | +20.7% | +67.3% |
| 3Y | +133.5% | +632.1% | -498.6% | +26.2% |
| 5Y | +367.0% | +1,401.6% | -1,034.7% | +84.8% |
| All | +367.0% | +1,358.7% | -991.8% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling