+790.9%
NOW vs CRS
+1,345.8%
-554.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +2.9% | -18.1% | +21.0% | +7.0% |
| 3M | +22.6% | -12.4% | +35.0% | +24.8% |
| 6M | +7.5% | +15.9% | -8.4% | +2.1% |
| YTD | -14.4% | +45.8% | -60.2% | -23.5% |
| 1Y | -29.8% | +87.8% | -117.5% | -41.4% |
| 3Y | +9.2% | +648.7% | -639.5% | -33.6% |
| 5Y | +0.8% | +1,416.6% | -1,415.8% | -48.3% |
| 10Y | +790.9% | +1,412.7% | -621.8% | +321.0% |
| All | +790.9% | +1,345.8% | -554.8% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling