+1,381.0%
NET vs CRS
+488.1%
+892.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -16.4% | +4.3% | -20.7% | -17.2% |
| 30D | -25.8% | -25.5% | -0.4% | -21.4% |
| 3M | -11.5% | -48.7% | +37.2% | +1.7% |
| 6M | +18.9% | -31.6% | +50.5% | +27.8% |
| YTD | +35.2% | -7.0% | +42.3% | +34.8% |
| 1Y | +14.5% | -4.5% | +19.0% | +13.3% |
| 3Y | +313.8% | +344.5% | -30.7% | +195.0% |
| 5Y | +32.6% | +887.0% | -854.4% | -14.9% |
| All | +1,381.0% | +488.1% | +892.9% | +967.2% |
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 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