+1,416.6%
CRS vs BBWI
-68.8%
+1,485.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.7% |
| 7D | -0.5% | -4.4% | +3.9% | +0.6% |
| 30D | -18.1% | -7.4% | -10.7% | -16.8% |
| 3M | -12.4% | -2.2% | -10.2% | -12.9% |
| 6M | +15.9% | -16.3% | +32.2% | +19.2% |
| YTD | +45.8% | -9.1% | +55.0% | +45.5% |
| 1Y | +87.8% | -34.5% | +122.3% | +103.3% |
| 3Y | +648.7% | -47.0% | +695.7% | +714.8% |
| 5Y | +1,416.6% | -68.8% | +1,485.5% | +1,772.9% |
| All | +1,416.6% | -68.8% | +1,485.5% | +1,772.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling