+862.9%
CRS vs CDW
+338.4%
+524.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | +4.4% | +2.6% | +1.8% | +2.8% |
| 30D | -19.1% | +20.4% | -39.5% | -29.3% |
| 3M | -43.2% | +28.5% | -71.7% | -53.1% |
| 6M | -28.9% | +70.6% | -99.5% | -53.5% |
| YTD | -3.0% | +29.1% | -32.1% | -27.0% |
| 1Y | -5.3% | +23.8% | -29.1% | -26.6% |
| 3Y | +363.5% | -14.5% | +378.0% | +348.7% |
| 5Y | +858.2% | -1.6% | +859.7% | +697.1% |
| 10Y | +862.9% | +322.0% | +540.9% | +228.8% |
| All | +862.9% | +338.4% | +524.5% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling