+604.8%
CRS vs NTRS
+168.2%
+436.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -6.8% | +1.4% | -8.1% | -7.6% |
| 30D | -16.1% | -0.7% | -15.5% | -15.8% |
| 3M | -21.2% | +11.3% | -32.5% | -26.6% |
| 6M | +8.7% | +35.5% | -26.8% | -11.1% |
| YTD | +41.0% | +40.6% | +0.4% | +11.4% |
| 1Y | +82.7% | +49.2% | +33.5% | +38.4% |
| 3Y | +604.8% | +167.2% | +437.6% | +243.9% |
| All | +604.8% | +168.2% | +436.6% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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