+245.3%
NEM vs CRS
+612.2%
-367.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -1.0% | -6.8% | +5.8% | +0.2% |
| 30D | +7.8% | -16.1% | +24.0% | +11.1% |
| 3M | +30.2% | -21.2% | +51.4% | +35.5% |
| 6M | +9.6% | +8.7% | +0.9% | +7.3% |
| YTD | +27.8% | +41.0% | -13.2% | +20.2% |
| 1Y | +60.7% | +82.7% | -22.0% | +44.8% |
| 3Y | +245.3% | +604.8% | -359.5% | +133.0% |
| All | +245.3% | +612.2% | -367.0% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling