+212.0%
NXT vs CRS
+490.7%
-278.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.3% |
| 7D | -9.4% | +4.8% | -14.2% | -10.7% |
| 30D | +15.1% | -23.2% | +38.3% | +22.8% |
| 3M | -9.1% | -45.5% | +36.4% | +6.6% |
| 6M | -30.3% | -33.1% | +2.8% | -22.6% |
| YTD | +9.1% | -7.2% | +16.3% | +10.9% |
| 1Y | +7.9% | -10.0% | +17.9% | +10.5% |
| 3Y | +176.5% | +332.3% | -155.8% | +76.4% |
| All | +212.0% | +490.7% | -278.7% | +81.5% |
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