+5,605.4%
NSC vs CRS
+10,171.0%
-4,565.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -3.2% | -16.6% | +13.4% | +1.8% |
| 3M | +7.7% | -3.5% | +11.1% | +7.8% |
| 6M | +4.5% | +15.4% | -10.9% | -1.6% |
| YTD | +15.6% | +51.2% | -35.6% | -0.3% |
| 1Y | +19.8% | +98.3% | -78.5% | -6.3% |
| 3Y | +70.1% | +651.5% | -581.4% | -16.0% |
| 5Y | +46.1% | +1,411.1% | -1,365.0% | -45.4% |
| 10Y | +328.1% | +1,424.3% | -1,096.3% | +37.7% |
| All | +5,605.4% | +10,171.0% | -4,565.6% | +821.9% |
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