+1,401.6%
CRS vs NWSA
+39.0%
+1,362.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -4.1% | -4.8% | +0.6% | -1.6% |
| 30D | -16.6% | +3.0% | -19.5% | -18.0% |
| 3M | -14.3% | +9.3% | -23.6% | -19.5% |
| 6M | +11.6% | +23.2% | -11.6% | -2.7% |
| YTD | +42.6% | +13.3% | +29.3% | +29.0% |
| 1Y | +81.8% | +2.9% | +78.9% | +74.0% |
| 3Y | +632.1% | +43.3% | +588.7% | +461.4% |
| 5Y | +1,401.6% | +40.9% | +1,360.8% | +1,015.3% |
| All | +1,401.6% | +39.0% | +1,362.6% | +1,015.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling