+5,093.9%
NI vs CRS
+9,806.3%
-4,712.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -0.3% | -18.1% | +17.8% | +2.7% |
| 3M | -9.5% | -12.4% | +3.0% | -8.0% |
| 6M | -10.2% | +15.9% | -26.2% | -13.1% |
| YTD | +1.8% | +45.8% | -44.1% | -5.2% |
| 1Y | +5.7% | +87.8% | -82.1% | -6.0% |
| 3Y | +69.6% | +648.7% | -579.1% | +18.0% |
| 5Y | +95.8% | +1,416.6% | -1,320.9% | +18.1% |
| 10Y | +145.1% | +1,412.7% | -1,267.6% | +33.4% |
| All | +5,093.9% | +9,806.3% | -4,712.4% | +1,810.6% |
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