+23.4%
NSC vs CRS
-3.8%
+27.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +1.8% | +4.3% | -2.5% | +1.6% |
| 30D | +8.8% | -25.5% | +34.3% | +9.8% |
| 3M | +1.2% | -48.7% | +50.0% | +4.7% |
| 6M | +11.3% | -31.6% | +43.0% | +12.1% |
| YTD | +20.7% | -7.0% | +27.8% | +19.0% |
| 1Y | +23.4% | -4.5% | +27.9% | +21.2% |
| All | +23.4% | -3.8% | +27.2% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling