+1,112.1%
PSX vs CRS
+1,059.3%
+52.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +4.5% | -0.2% | +4.8% | +4.6% |
| 30D | +26.6% | -16.6% | +43.2% | +34.0% |
| 3M | +39.3% | -3.5% | +42.7% | +38.7% |
| 6M | +56.8% | +15.4% | +41.4% | +44.0% |
| YTD | +101.8% | +51.2% | +50.6% | +67.0% |
| 1Y | +99.6% | +98.3% | +1.3% | +47.0% |
| 3Y | +140.3% | +651.5% | -511.2% | +0.1% |
| 5Y | +339.3% | +1,411.1% | -1,071.8% | +29.2% |
| 10Y | +369.9% | +1,424.3% | -1,054.5% | +18.3% |
| All | +1,112.1% | +1,059.3% | +52.7% | +204.2% |
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 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