+2,771.1%
NOW vs CRS
+1,161.9%
+1,609.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +20.5% | -16.6% | +37.1% | +25.3% |
| 3M | +18.3% | -3.5% | +21.8% | +18.0% |
| 6M | +24.1% | +15.4% | +8.6% | +17.3% |
| YTD | -7.8% | +51.2% | -59.0% | -18.9% |
| 1Y | -21.4% | +98.3% | -119.7% | -36.1% |
| 3Y | +19.5% | +651.5% | -632.0% | -30.7% |
| 5Y | +4.1% | +1,411.1% | -1,407.0% | -50.3% |
| 10Y | +826.4% | +1,424.3% | -597.9% | +281.2% |
| All | +2,771.1% | +1,161.9% | +1,609.2% | +1,222.9% |
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