-4.5%
CRS vs NVD
-27.4%
+22.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.0% | -0.2% |
| 7D | +4.3% | +15.0% | -10.6% | +7.7% |
| 30D | -25.5% | +39.3% | -64.8% | -19.6% |
| 3M | -48.7% | +3.1% | -51.8% | -47.1% |
| 6M | -31.6% | -19.0% | -12.6% | -31.1% |
| YTD | -7.0% | -35.5% | +28.5% | -10.5% |
| 1Y | -4.5% | -30.2% | +25.7% | -6.7% |
| All | -4.5% | -27.4% | +22.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling