+10,197.9%
CRS vs BBWI
+1,034.6%
+9,163.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.8% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | -16.6% | -5.2% | -11.4% | -15.7% |
| 3M | -3.5% | +11.1% | -14.6% | -7.8% |
| 6M | +15.4% | -13.4% | +28.8% | +17.8% |
| YTD | +51.2% | +0.1% | +51.1% | +46.3% |
| 1Y | +98.3% | -36.1% | +134.4% | +117.5% |
| 3Y | +651.5% | -44.1% | +695.6% | +713.2% |
| 5Y | +1,411.1% | -66.2% | +1,477.4% | +1,720.4% |
| 10Y | +1,424.3% | -54.8% | +1,479.1% | +1,290.1% |
| All | +10,197.9% | +1,034.6% | +9,163.3% | +4,125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling