+194.3%
NOK vs CRS
+612.2%
-418.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.0% |
| 7D | +11.0% | -6.8% | +17.7% | +12.6% |
| 30D | +7.8% | -16.1% | +24.0% | +12.0% |
| 3M | -21.0% | -21.2% | +0.2% | -16.8% |
| 6M | +40.9% | +8.7% | +32.2% | +39.3% |
| YTD | +72.0% | +41.0% | +31.1% | +63.2% |
| 1Y | +140.9% | +82.7% | +58.2% | +119.0% |
| 3Y | +194.3% | +604.8% | -410.5% | +123.0% |
| All | +194.3% | +612.2% | -418.0% | +123.0% |
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