+32.4%
PWR vs CRS
-3.8%
+36.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -1.6% | -10.1% | -11.0% |
| 7D | -4.4% | +4.3% | -8.7% | -5.9% |
| 30D | -15.1% | -25.5% | +10.4% | -4.8% |
| 3M | -16.2% | -48.7% | +32.5% | +9.0% |
| 6M | -23.3% | -31.6% | +8.3% | -12.6% |
| YTD | +37.6% | -7.0% | +44.6% | +36.4% |
| 1Y | +32.4% | -4.5% | +36.9% | +29.8% |
| All | +32.4% | -3.8% | +36.2% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling