+801.7%
CRS vs IWD
+203.0%
+598.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.1% |
| 7D | +4.8% | +2.3% | +2.5% | +0.9% |
| 30D | -23.2% | +3.6% | -26.8% | -27.8% |
| 3M | -45.5% | +2.2% | -47.7% | -47.6% |
| 6M | -33.1% | +13.0% | -46.1% | -46.3% |
| YTD | -7.2% | +26.5% | -33.7% | -38.6% |
| 1Y | -10.0% | +30.1% | -40.2% | -43.4% |
| 3Y | +332.3% | +84.9% | +247.5% | +48.9% |
| 5Y | +801.9% | +73.4% | +728.5% | +259.7% |
| All | +801.7% | +203.0% | +598.7% | +33.0% |
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