+681.4%
CRS vs NVD
-99.1%
+780.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -6.8% | +10.8% | -17.6% | -5.2% |
| 30D | -16.1% | +0.8% | -16.9% | -15.5% |
| 3M | -21.2% | -20.8% | -0.3% | -22.8% |
| 6M | +8.7% | -41.2% | +49.8% | +3.2% |
| YTD | +41.0% | -44.2% | +85.2% | +33.9% |
| 1Y | +82.7% | -54.2% | +136.8% | +70.7% |
| 3Y | +604.8% | -99.1% | +703.9% | +418.9% |
| All | +681.4% | -99.1% | +780.5% | +477.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling