+21.3%
NOK vs CRS
-3.8%
+25.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.8% |
| 7D | -10.4% | +4.3% | -14.7% | -12.3% |
| 30D | -19.0% | -25.5% | +6.5% | -6.2% |
| 3M | -16.7% | -48.7% | +32.0% | +13.8% |
| 6M | -37.1% | -31.6% | -5.5% | -23.0% |
| YTD | +27.7% | -7.0% | +34.7% | +39.7% |
| 1Y | +21.3% | -4.5% | +25.8% | +31.5% |
| All | +21.3% | -3.8% | +25.1% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling