+801.7%
CRS vs BBWI
-47.4%
+849.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.1% |
| 7D | +4.8% | +0.1% | +4.6% | +4.8% |
| 30D | -23.2% | +12.9% | -36.1% | -26.6% |
| 3M | -45.5% | +16.0% | -61.5% | -48.9% |
| 6M | -33.1% | +16.6% | -49.7% | -38.2% |
| YTD | -7.2% | +9.7% | -16.9% | -14.0% |
| 1Y | -10.0% | +1.5% | -11.5% | -15.7% |
| 3Y | +332.3% | -21.4% | +353.7% | +314.5% |
| 5Y | +801.9% | -67.6% | +869.4% | +1,010.2% |
| All | +801.7% | -47.4% | +849.2% | +597.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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