+708.3%
CRS vs NVD
-99.2%
+807.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.4% |
| 30D | -18.1% | -9.3% | -8.8% | -18.9% |
| 3M | -12.4% | -22.1% | +9.7% | -14.4% |
| 6M | +15.9% | -45.8% | +61.7% | +8.7% |
| YTD | +45.8% | -46.7% | +92.5% | +37.4% |
| 1Y | +87.8% | -59.5% | +147.2% | +72.2% |
| 3Y | +648.7% | -99.2% | +747.9% | +449.8% |
| All | +708.3% | -99.2% | +807.5% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling