+2,627.5%
NDAQ vs CRS
+2,946.9%
-319.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | +1.3% | +4.8% | -3.5% | -0.1% |
| 30D | +18.0% | -23.2% | +41.1% | +24.5% |
| 3M | +11.5% | -45.5% | +57.0% | +28.6% |
| 6M | +21.1% | -33.1% | +54.2% | +30.6% |
| YTD | +12.8% | -7.2% | +20.0% | +9.2% |
| 1Y | +25.7% | -10.0% | +35.7% | +22.6% |
| 3Y | +116.8% | +332.3% | -215.5% | +28.9% |
| 5Y | +67.3% | +801.9% | -734.6% | -24.1% |
| 10Y | +473.3% | +820.9% | -347.6% | +111.6% |
| All | +2,627.5% | +2,946.9% | -319.4% | +694.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling