+1,449.6%
NET vs CRS
+856.6%
+593.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.3% |
| 7D | -7.0% | -0.2% | -6.7% | -6.9% |
| 30D | -4.8% | -16.6% | +11.8% | -0.8% |
| 3M | +3.8% | -3.5% | +7.3% | +4.1% |
| 6M | +50.0% | +15.4% | +34.6% | +44.1% |
| YTD | +41.5% | +51.2% | -9.7% | +27.8% |
| 1Y | +32.8% | +98.3% | -65.5% | +12.2% |
| 3Y | +335.9% | +651.5% | -315.7% | +179.6% |
| 5Y | +113.8% | +1,411.1% | -1,297.3% | +24.5% |
| All | +1,449.6% | +856.6% | +593.0% | +911.9% |
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