-28.9%
CRS vs CDW
+68.4%
-97.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.4% |
| 7D | +4.4% | +2.6% | +1.8% | +4.0% |
| 30D | -19.1% | +20.4% | -39.5% | -20.0% |
| 3M | -43.2% | +28.5% | -71.7% | -43.9% |
| 6M | -28.9% | +70.6% | -99.5% | -32.3% |
| All | -28.9% | +68.4% | -97.3% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling