+4,870.9%
CRS vs BWA
+2,606.8%
+2,264.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +4.8% | +4.3% | +0.5% | +2.6% |
| 30D | -23.2% | -13.0% | -10.2% | -16.8% |
| 3M | -45.5% | -24.8% | -20.7% | -36.4% |
| 6M | -33.1% | -23.5% | -9.6% | -23.3% |
| YTD | -7.2% | +13.8% | -21.0% | -16.5% |
| 1Y | -10.0% | +13.4% | -23.5% | -19.0% |
| 3Y | +332.3% | +62.8% | +269.6% | +207.3% |
| 5Y | +801.9% | +28.5% | +773.4% | +618.5% |
| 10Y | +820.9% | +95.4% | +725.6% | +495.4% |
| All | +4,870.9% | +2,606.8% | +2,264.1% | +1,366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling