-17.1%
NOW vs CRS
+365.2%
-382.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | -0.5% |
| 7D | -3.1% | +4.9% | -8.0% | -3.7% |
| 30D | -27.0% | -20.8% | -6.2% | -24.9% |
| 3M | -17.7% | -46.4% | +28.7% | -9.4% |
| 6M | +12.7% | -28.6% | +41.3% | +15.5% |
| YTD | -32.9% | -2.8% | -30.1% | -37.9% |
| 1Y | -40.4% | -6.7% | -33.7% | -44.3% |
| 3Y | -17.1% | +368.0% | -385.1% | -46.5% |
| All | -17.1% | +365.2% | -382.3% | -46.5% |
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 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