+604.8%
CRS vs NTR
+36.8%
+568.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -6.8% | -1.3% | -5.5% | -6.5% |
| 30D | -16.1% | +16.8% | -32.9% | -18.7% |
| 3M | -21.2% | +20.7% | -41.9% | -24.5% |
| 6M | +8.7% | +0.5% | +8.1% | +8.2% |
| YTD | +41.0% | +29.2% | +11.8% | +28.8% |
| 1Y | +82.7% | +39.6% | +43.1% | +62.0% |
| 3Y | +604.8% | +37.9% | +566.9% | +514.2% |
| All | +604.8% | +36.8% | +568.0% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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