+1,350.3%
CRS vs GWW
+222.0%
+1,128.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -6.8% | -3.4% | -3.4% | -4.9% |
| 30D | -16.1% | -1.9% | -14.2% | -15.2% |
| 3M | -21.2% | -2.4% | -18.8% | -20.5% |
| 6M | +8.7% | +15.7% | -7.0% | -1.2% |
| YTD | +41.0% | +27.6% | +13.4% | +19.9% |
| 1Y | +82.7% | +27.2% | +55.5% | +55.5% |
| 3Y | +604.8% | +89.7% | +515.1% | +345.0% |
| All | +1,350.3% | +222.0% | +1,128.3% | +561.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling