+115.1%
NOK vs CRS
+1,363.4%
-1,248.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.1% |
| 7D | +11.0% | -6.8% | +17.7% | +12.7% |
| 30D | +7.8% | -16.1% | +24.0% | +12.3% |
| 3M | -21.0% | -21.2% | +0.2% | -16.5% |
| 6M | +40.9% | +8.7% | +32.2% | +38.3% |
| YTD | +72.0% | +41.0% | +31.1% | +59.9% |
| 1Y | +140.9% | +82.7% | +58.2% | +111.1% |
| 3Y | +194.3% | +604.8% | -410.5% | +83.0% |
| All | +115.1% | +1,363.4% | -1,248.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling