+67.9%
NI vs CRS
+620.4%
-552.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -0.6% | -4.1% | +3.5% | -0.3% |
| 30D | -1.4% | -16.6% | +15.2% | 0.0% |
| 3M | -10.6% | -14.3% | +3.7% | -9.8% |
| 6M | -9.9% | +11.6% | -21.5% | -11.4% |
| YTD | +1.2% | +42.6% | -41.4% | -2.9% |
| 1Y | +4.4% | +81.8% | -77.4% | -2.4% |
| All | +67.9% | +620.4% | -552.5% | +26.9% |
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 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