+2,327.9%
NDAQ vs CRS
+4,864.6%
-2,536.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +2.5% | -16.6% | +19.1% | +7.3% |
| 3M | +9.9% | -3.5% | +13.4% | +9.7% |
| 6M | +9.4% | +15.4% | -6.0% | +2.9% |
| YTD | +0.4% | +51.2% | -50.8% | -13.1% |
| 1Y | +4.0% | +98.3% | -94.3% | -17.6% |
| 3Y | +94.4% | +651.5% | -557.2% | +1.0% |
| 5Y | +56.7% | +1,411.1% | -1,354.4% | -37.2% |
| 10Y | +375.3% | +1,424.3% | -1,049.0% | +54.0% |
| All | +2,327.9% | +4,864.6% | -2,536.7% | +532.2% |
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 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