-4.5%
CRS vs GWW
+55.5%
-60.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -3.8% |
| 7D | +4.3% | +11.1% | -6.8% | +0.4% |
| 30D | -25.5% | +15.7% | -41.2% | -29.4% |
| 3M | -48.7% | +14.8% | -63.5% | -51.3% |
| 6M | -31.6% | +30.9% | -62.6% | -39.7% |
| YTD | -7.0% | +48.5% | -55.5% | -20.7% |
| 1Y | -4.5% | +57.1% | -61.6% | -19.6% |
| All | -4.5% | +55.5% | -60.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling