+1,339.5%
CRS vs BBWI
-57.7%
+1,397.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | -4.1% | -8.0% | +3.9% | -1.6% |
| 30D | -16.6% | -6.6% | -10.0% | -15.2% |
| 3M | -14.3% | -2.7% | -11.6% | -14.7% |
| 6M | +11.6% | -12.8% | +24.4% | +13.7% |
| YTD | +42.6% | -10.5% | +53.1% | +42.7% |
| 1Y | +81.8% | -35.3% | +117.2% | +99.6% |
| 3Y | +632.1% | -47.7% | +679.8% | +709.3% |
| 5Y | +1,401.6% | -68.9% | +1,470.5% | +1,777.1% |
| All | +1,339.5% | -57.7% | +1,397.1% | +1,110.6% |
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