+27.2%
NSC vs CRS
+855.4%
-828.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | +0.3% |
| 7D | -5.4% | +4.9% | -10.3% | -6.1% |
| 30D | +2.9% | -20.8% | +23.8% | +6.0% |
| 3M | -2.2% | -46.4% | +44.3% | +7.3% |
| 6M | +5.3% | -28.6% | +33.8% | +9.4% |
| YTD | +14.8% | -2.8% | +17.6% | +12.0% |
| 1Y | +16.6% | -6.7% | +23.3% | +14.5% |
| 3Y | +78.6% | +368.0% | -289.4% | +22.7% |
| 5Y | +27.2% | +852.9% | -825.7% | -25.1% |
| All | +27.2% | +855.4% | -828.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling