+711.6%
CRS vs CDW
+1,014.9%
-303.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.3% |
| 7D | +0.2% | +13.1% | -12.9% | -7.4% |
| 30D | -22.9% | +19.1% | -42.0% | -31.7% |
| 3M | -46.8% | +24.7% | -71.6% | -54.8% |
| 6M | -30.4% | +63.4% | -93.8% | -52.0% |
| YTD | -5.4% | +26.3% | -31.7% | -26.5% |
| 1Y | -9.0% | +20.6% | -29.6% | -27.1% |
| 3Y | +352.2% | -16.3% | +368.5% | +344.5% |
| 5Y | +852.2% | -3.9% | +856.2% | +726.0% |
| 10Y | +862.6% | +331.5% | +531.1% | +267.3% |
| All | +711.6% | +1,014.9% | -303.2% | +168.7% |
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 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