+29.4%
NDAQ vs CRS
-3.8%
+33.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.4% |
| 7D | +3.9% | +4.3% | -0.4% | +4.5% |
| 30D | +19.0% | -25.5% | +44.5% | +15.4% |
| 3M | +17.6% | -48.7% | +66.3% | +10.5% |
| 6M | +21.0% | -31.6% | +52.6% | +15.2% |
| YTD | +14.1% | -7.0% | +21.1% | +12.7% |
| 1Y | +29.4% | -4.5% | +33.9% | +27.4% |
| All | +29.4% | -3.8% | +33.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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