+82.7%
CRS vs NWSA
+3.0%
+79.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -6.8% | -2.8% | -4.0% | -7.2% |
| 30D | -16.1% | +3.0% | -19.2% | -15.7% |
| 3M | -21.2% | +12.3% | -33.5% | -19.7% |
| 6M | +8.7% | +21.9% | -13.2% | +10.8% |
| YTD | +41.0% | +13.6% | +27.4% | +42.7% |
| 1Y | +82.7% | +0.5% | +82.2% | +83.6% |
| All | +82.7% | +3.0% | +79.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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