+1,350.3%
CRS vs NTR
+45.7%
+1,304.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -6.8% | -1.3% | -5.5% | -6.4% |
| 30D | -16.1% | +16.8% | -32.9% | -20.6% |
| 3M | -21.2% | +20.7% | -41.9% | -26.7% |
| 6M | +8.7% | +0.5% | +8.1% | +6.8% |
| YTD | +41.0% | +29.2% | +11.8% | +24.7% |
| 1Y | +82.7% | +39.6% | +43.1% | +55.7% |
| 3Y | +604.8% | +37.9% | +566.9% | +489.7% |
| All | +1,350.3% | +45.7% | +1,304.6% | +854.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling