+7,999.5%
CRS vs BWA
+3,492.4%
+4,507.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.2% |
| 7D | -0.2% | +5.7% | -5.9% | -3.3% |
| 30D | -16.6% | +1.4% | -18.0% | -17.4% |
| 3M | -3.5% | -12.1% | +8.6% | +2.9% |
| 6M | +15.4% | +28.6% | -13.1% | -0.3% |
| YTD | +51.2% | +51.1% | +0.1% | +16.5% |
| 1Y | +98.3% | +55.9% | +42.4% | +49.7% |
| 3Y | +651.5% | +70.1% | +581.4% | +416.7% |
| 5Y | +1,411.1% | +90.7% | +1,320.4% | +868.1% |
| 10Y | +1,424.3% | +154.0% | +1,270.4% | +750.7% |
| All | +7,999.5% | +3,492.4% | +4,507.1% | +1,947.5% |
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