+612.8%
CRS vs NWSA
+43.0%
+569.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -4.1% | -4.8% | +0.6% | -2.3% |
| 30D | -16.6% | +3.0% | -19.5% | -17.6% |
| 3M | -14.3% | +9.3% | -23.6% | -18.1% |
| 6M | +11.6% | +23.2% | -11.6% | -0.2% |
| YTD | +42.6% | +13.3% | +29.3% | +32.2% |
| 1Y | +81.8% | +2.9% | +78.9% | +78.7% |
| All | +612.8% | +43.0% | +569.8% | +482.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling