+1,196.7%
CRS vs CDW
+903.1%
+293.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | -0.2% | +3.2% | -3.4% | -2.2% |
| 30D | -16.6% | +9.3% | -25.9% | -21.5% |
| 3M | -3.5% | +9.8% | -13.3% | -11.4% |
| 6M | +15.4% | +23.3% | -7.9% | -5.9% |
| YTD | +51.2% | +13.7% | +37.5% | +28.2% |
| 1Y | +98.3% | -6.5% | +104.8% | +91.8% |
| 3Y | +651.5% | -25.2% | +676.8% | +710.6% |
| 5Y | +1,411.1% | -19.5% | +1,430.6% | +1,405.5% |
| 10Y | +1,424.3% | +285.8% | +1,138.5% | +537.2% |
| All | +1,196.7% | +903.1% | +293.6% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling