-28.9%
CRS vs IWD
+13.2%
-42.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.0% |
| 7D | +4.4% | -0.6% | +4.9% | +4.6% |
| 30D | -19.1% | +3.6% | -22.7% | -22.0% |
| 3M | -43.2% | +2.7% | -45.9% | -44.7% |
| 6M | -28.9% | +13.2% | -42.1% | -40.4% |
| All | -28.9% | +13.2% | -42.1% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling