+170.4%
NXT vs CRS
+828.3%
-657.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -20.0% | -18.1% | -1.9% | -15.5% |
| 3M | -30.9% | -12.4% | -18.5% | -28.2% |
| 6M | -23.8% | +15.9% | -39.8% | -26.7% |
| YTD | -5.4% | +45.8% | -51.3% | -14.5% |
| 1Y | +28.0% | +87.8% | -59.7% | +8.7% |
| 3Y | +93.3% | +648.7% | -555.4% | +5.6% |
| All | +170.4% | +828.3% | -657.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling