+302.3%
NEM vs CRS
+1,392.1%
-1,089.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -1.0% | -6.8% | +5.8% | -0.1% |
| 30D | +7.8% | -16.1% | +24.0% | +10.1% |
| 3M | +30.2% | -21.2% | +51.4% | +33.8% |
| 6M | +9.6% | +8.7% | +0.9% | +8.1% |
| YTD | +27.8% | +41.0% | -13.2% | +22.1% |
| 1Y | +60.7% | +82.7% | -22.0% | +48.5% |
| 3Y | +245.3% | +604.8% | -359.5% | +169.7% |
| 5Y | +155.3% | +1,384.7% | -1,229.4% | +82.4% |
| All | +302.3% | +1,392.1% | -1,089.7% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling