+1,111.3%
CRS vs NWSA
+123.2%
+988.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -2.3% |
| 7D | -3.1% | -2.6% | -0.4% | -1.3% |
| 30D | -19.6% | +4.6% | -24.2% | -22.1% |
| 3M | -8.1% | +10.2% | -18.3% | -15.5% |
| 6M | +18.6% | +21.6% | -3.1% | +1.2% |
| YTD | +45.9% | +14.6% | +31.2% | +27.7% |
| 1Y | +82.5% | +0.4% | +82.1% | +74.4% |
| 3Y | +648.9% | +45.0% | +603.9% | +443.6% |
| 5Y | +1,438.1% | +41.3% | +1,396.8% | +1,000.0% |
| 10Y | +1,327.0% | +142.8% | +1,184.2% | +562.9% |
| All | +1,111.3% | +123.2% | +988.1% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling