+384.6%
NVDA vs CRS
+612.2%
-227.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -5.1% | -6.8% | +1.6% | -3.0% |
| 30D | -2.5% | -16.1% | +13.6% | +3.2% |
| 3M | +6.7% | -21.2% | +27.8% | +14.8% |
| 6M | +17.6% | +8.7% | +8.9% | +13.2% |
| YTD | +17.3% | +41.0% | -23.7% | +2.9% |
| 1Y | +23.5% | +82.7% | -59.2% | -2.5% |
| 3Y | +384.6% | +604.8% | -220.2% | +187.8% |
| All | +384.6% | +612.2% | -227.6% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling