+9,501.6%
CRS vs NTRS
+7,800.3%
+1,701.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -6.8% | +1.4% | -8.1% | -7.4% |
| 30D | -16.1% | -0.7% | -15.5% | -15.9% |
| 3M | -21.2% | +11.3% | -32.5% | -25.7% |
| 6M | +8.7% | +35.5% | -26.8% | -7.5% |
| YTD | +41.0% | +40.6% | +0.4% | +17.1% |
| 1Y | +82.7% | +49.2% | +33.5% | +46.9% |
| 3Y | +604.8% | +167.2% | +437.6% | +316.6% |
| 5Y | +1,384.7% | +94.9% | +1,289.8% | +916.4% |
| 10Y | +1,362.3% | +259.5% | +1,102.9% | +693.0% |
| All | +9,501.6% | +7,800.3% | +1,701.3% | +2,828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling