+872.3%
CRS vs NTR
+98.7%
+773.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -0.8% |
| 7D | -4.1% | -2.5% | -1.6% | -2.8% |
| 30D | -16.6% | +17.0% | -33.6% | -24.5% |
| 3M | -14.3% | +22.2% | -36.4% | -25.3% |
| 6M | +11.6% | +5.2% | +6.4% | +4.2% |
| YTD | +42.6% | +29.7% | +12.9% | +14.9% |
| 1Y | +81.8% | +39.4% | +42.4% | +38.3% |
| 3Y | +632.1% | +38.2% | +593.9% | +434.2% |
| 5Y | +1,401.6% | +47.6% | +1,354.0% | +756.9% |
| All | +872.3% | +98.7% | +773.6% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling