+1,416.6%
CRS vs BWA
+89.5%
+1,327.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -18.1% | -5.6% | -12.5% | -15.7% |
| 3M | -12.4% | -10.7% | -1.7% | -7.6% |
| 6M | +15.9% | +23.2% | -7.2% | +3.2% |
| YTD | +45.8% | +46.0% | -0.2% | +15.0% |
| 1Y | +87.8% | +51.2% | +36.6% | +44.6% |
| 3Y | +648.7% | +69.6% | +579.2% | +415.3% |
| 5Y | +1,416.6% | +86.6% | +1,330.0% | +833.1% |
| All | +1,416.6% | +89.5% | +1,327.2% | +833.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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