+862.6%
CRS vs IWD
+203.8%
+658.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.2% | +1.6% | -1.4% | -2.5% |
| 30D | -22.9% | +3.6% | -26.5% | -27.6% |
| 3M | -46.8% | +2.0% | -48.9% | -48.8% |
| 6M | -30.4% | +13.1% | -43.5% | -44.2% |
| YTD | -5.4% | +26.2% | -31.6% | -37.1% |
| 1Y | -9.0% | +29.6% | -38.6% | -42.3% |
| 3Y | +352.2% | +84.3% | +267.8% | +56.6% |
| 5Y | +852.2% | +73.4% | +778.8% | +279.5% |
| 10Y | +862.6% | +202.4% | +660.2% | +45.3% |
| All | +862.6% | +203.8% | +658.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling