+25.7%
NDAQ vs CRS
-14.1%
+39.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.5% |
| 7D | +1.3% | +4.8% | -3.5% | +1.9% |
| 30D | +18.0% | -23.2% | +41.1% | +14.5% |
| 3M | +11.5% | -45.5% | +57.0% | +4.9% |
| 6M | +21.1% | -33.1% | +54.2% | +14.9% |
| YTD | +12.8% | -7.2% | +20.0% | +12.3% |
| 1Y | +25.7% | -10.0% | +35.7% | +25.7% |
| All | +25.7% | -14.1% | +39.8% | +25.7% |
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