+765.7%
CRS vs IWD
+68.9%
+696.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.1% |
| 30D | -28.8% | +2.7% | -31.5% | -32.0% |
| 3M | -50.0% | +0.9% | -50.9% | -50.9% |
| 6M | -39.2% | +10.5% | -49.7% | -49.0% |
| YTD | -11.4% | +23.7% | -35.1% | -38.1% |
| 1Y | -11.7% | +28.7% | -40.4% | -42.3% |
| 3Y | +319.6% | +79.7% | +239.9% | +60.5% |
| All | +765.7% | +68.9% | +696.8% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling