+1,438.1%
CRS vs CDW
-22.8%
+1,460.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -1.4% |
| 7D | -3.1% | -3.9% | +0.8% | -1.5% |
| 30D | -19.6% | +6.9% | -26.5% | -22.0% |
| 3M | -8.1% | +7.7% | -15.8% | -12.5% |
| 6M | +18.6% | +18.3% | +0.2% | +4.2% |
| YTD | +45.9% | +7.8% | +38.1% | +33.5% |
| 1Y | +82.5% | -12.2% | +94.6% | +88.1% |
| 3Y | +648.9% | -28.9% | +677.8% | +718.2% |
| 5Y | +1,438.1% | -22.8% | +1,460.9% | +1,473.7% |
| All | +1,438.1% | -22.8% | +1,460.9% | +1,473.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling