+81.8%
CRS vs BBWI
-35.0%
+116.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.9% |
| 7D | -4.1% | -8.0% | +3.9% | -2.4% |
| 30D | -16.6% | -6.6% | -10.0% | -15.6% |
| 3M | -14.3% | -2.7% | -11.6% | -14.6% |
| 6M | +11.6% | -12.8% | +24.4% | +13.5% |
| YTD | +42.6% | -10.5% | +53.1% | +42.7% |
| 1Y | +81.8% | -35.3% | +117.2% | +121.0% |
| All | +81.8% | -35.0% | +116.8% | +121.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling