+218.5%
PWR vs CRS
+612.2%
-393.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.0% |
| 3M | -4.8% | -21.2% | +16.4% | +3.1% |
| 6M | +14.6% | +8.7% | +6.0% | +10.0% |
| YTD | +54.2% | +41.0% | +13.3% | +35.1% |
| 1Y | +67.1% | +82.7% | -15.6% | +32.9% |
| 3Y | +218.5% | +604.8% | -386.3% | +73.8% |
| All | +218.5% | +612.2% | -393.8% | +73.8% |
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 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