+52.5%
NDAQ vs CRS
+1,446.1%
-1,393.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | -1.5% | -18.1% | +16.6% | +1.4% |
| 3M | +8.0% | -12.4% | +20.5% | +9.4% |
| 6M | +7.7% | +15.9% | -8.2% | +3.6% |
| YTD | -2.3% | +45.8% | -48.2% | -10.3% |
| 1Y | +0.6% | +87.8% | -87.2% | -12.7% |
| 3Y | +90.9% | +648.7% | -557.8% | +25.0% |
| 5Y | +52.5% | +1,416.6% | -1,364.2% | -12.2% |
| All | +52.5% | +1,446.1% | -1,393.6% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling