+154.0%
NEM vs CRS
+1,358.7%
-1,204.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -3.3% | -4.1% | +0.8% | -2.6% |
| 30D | +7.8% | -16.6% | +24.4% | +11.0% |
| 3M | +36.3% | -14.3% | +50.5% | +39.3% |
| 6M | +6.6% | +11.6% | -5.0% | +4.1% |
| YTD | +27.1% | +42.6% | -15.4% | +19.6% |
| 1Y | +62.3% | +81.8% | -19.5% | +46.6% |
| 3Y | +245.1% | +632.1% | -387.0% | +145.1% |
| 5Y | +154.0% | +1,401.6% | -1,247.7% | +67.2% |
| All | +154.0% | +1,358.7% | -1,204.7% | +67.2% |
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