+7.9%
NXT vs CRS
-14.1%
+22.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.5% |
| 7D | -9.4% | +4.8% | -14.2% | -11.0% |
| 30D | +15.1% | -23.2% | +38.3% | +25.8% |
| 3M | -9.1% | -45.5% | +36.4% | +14.1% |
| 6M | -30.3% | -33.1% | +2.8% | -18.3% |
| YTD | +9.1% | -7.2% | +16.3% | +8.9% |
| 1Y | +7.9% | -10.0% | +17.9% | +10.2% |
| All | +7.9% | -14.1% | +22.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling