+2,521.4%
PWR vs CRS
+1,392.1%
+1,129.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.3% | +5.5% |
| 7D | +4.2% | -6.8% | +11.0% | +6.7% |
| 30D | -4.0% | -16.1% | +12.1% | +1.9% |
| 3M | -4.8% | -21.2% | +16.4% | +2.9% |
| 6M | +14.6% | +8.7% | +6.0% | +10.0% |
| YTD | +54.2% | +41.0% | +13.3% | +34.9% |
| 1Y | +67.1% | +82.7% | -15.6% | +32.2% |
| 3Y | +218.5% | +604.8% | -386.3% | +52.4% |
| 5Y | +466.3% | +1,384.7% | -918.4% | +96.2% |
| All | +2,521.4% | +1,392.1% | +1,129.4% | +681.4% |
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