+472.4%
NEM vs CRS
+9,808.6%
-9,336.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | +3.9% | -3.1% | +6.9% | +4.4% |
| 30D | +12.7% | -19.6% | +32.3% | +17.3% |
| 3M | +28.7% | -8.1% | +36.7% | +30.2% |
| 6M | +9.8% | +18.6% | -8.8% | +5.7% |
| YTD | +28.1% | +45.9% | -17.8% | +18.3% |
| 1Y | +69.3% | +82.5% | -13.1% | +48.9% |
| 3Y | +247.7% | +648.9% | -401.2% | +126.9% |
| 5Y | +153.4% | +1,438.1% | -1,284.8% | +39.0% |
| 10Y | +291.3% | +1,327.0% | -1,035.7% | +89.7% |
| All | +472.4% | +9,808.6% | -9,336.2% | +105.7% |
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