+1,700.7%
NOK vs CRS
+6,244.4%
-4,543.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.3% | -0.5% | +9.9% | +9.4% |
| 30D | +17.9% | -18.1% | +35.9% | +25.2% |
| 3M | -22.3% | -12.4% | -9.9% | -19.1% |
| 6M | +36.4% | +15.9% | +20.4% | +29.4% |
| YTD | +66.3% | +45.8% | +20.5% | +46.6% |
| 1Y | +134.4% | +87.8% | +46.7% | +89.0% |
| 3Y | +186.6% | +648.7% | -462.1% | +38.9% |
| 5Y | +102.7% | +1,416.6% | -1,313.9% | -26.4% |
| 10Y | +129.8% | +1,412.7% | -1,282.9% | -30.5% |
| All | +1,700.7% | +6,244.4% | -4,543.7% | +164.2% |
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