+8,589.7%
PWR vs CRS
+3,514.3%
+5,075.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.9% | +3.8% |
| 7D | +4.5% | -3.1% | +7.6% | +5.8% |
| 30D | -4.9% | -19.6% | +14.7% | +3.8% |
| 3M | -7.9% | -8.1% | +0.2% | -5.4% |
| 6M | +18.3% | +18.6% | -0.2% | +8.7% |
| YTD | +51.5% | +45.9% | +5.6% | +27.3% |
| 1Y | +70.3% | +82.5% | -12.2% | +28.7% |
| 3Y | +210.6% | +648.9% | -438.3% | +23.8% |
| 5Y | +456.7% | +1,438.1% | -981.5% | +51.6% |
| 10Y | +2,396.1% | +1,327.0% | +1,069.1% | +470.9% |
| All | +8,589.7% | +3,514.3% | +5,075.3% | +822.3% |
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