+322.4%
NET vs CRS
+342.2%
-19.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.1% |
| 7D | -16.4% | +4.3% | -20.7% | -17.4% |
| 30D | -25.8% | -25.5% | -0.4% | -19.9% |
| 3M | -11.5% | -48.7% | +37.2% | +7.1% |
| 6M | +18.9% | -31.6% | +50.5% | +30.5% |
| YTD | +35.2% | -7.0% | +42.3% | +32.9% |
| 1Y | +14.5% | -4.5% | +19.0% | +11.3% |
| All | +322.4% | +342.2% | -19.8% | +157.3% |
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