+648.9%
CRS vs BBWI
-44.4%
+693.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.8% |
| 7D | -3.1% | +1.6% | -4.6% | -3.4% |
| 30D | -19.6% | -6.2% | -13.4% | -18.6% |
| 3M | -8.1% | +4.3% | -12.4% | -9.9% |
| 6M | +18.6% | -7.2% | +25.7% | +18.7% |
| YTD | +45.9% | -3.0% | +48.9% | +43.4% |
| 1Y | +82.5% | -30.8% | +113.2% | +94.6% |
| 3Y | +648.9% | -43.4% | +692.3% | +675.8% |
| All | +648.9% | -44.4% | +693.3% | +675.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling