+14,546.7%
NVDA vs CRS
+1,392.1%
+13,154.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -5.1% | -6.8% | +1.6% | -2.9% |
| 30D | -2.5% | -16.1% | +13.6% | +3.3% |
| 3M | +6.7% | -21.2% | +27.8% | +14.9% |
| 6M | +17.6% | +8.7% | +8.9% | +13.0% |
| YTD | +17.3% | +41.0% | -23.7% | +2.8% |
| 1Y | +23.5% | +82.7% | -59.2% | -2.2% |
| 3Y | +384.6% | +604.8% | -220.2% | +140.5% |
| 5Y | +875.4% | +1,384.7% | -509.3% | +269.0% |
| All | +14,546.7% | +1,392.1% | +13,154.6% | +5,007.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling