+7,324.8%
CRS vs IWD
+726.5%
+6,598.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.7% |
| 7D | -0.2% | -0.3% | 0.0% | +0.1% |
| 30D | -16.6% | +0.6% | -17.2% | -17.5% |
| 3M | -3.5% | +7.2% | -10.7% | -13.5% |
| 6M | +15.4% | +16.2% | -0.8% | -7.7% |
| YTD | +51.2% | +23.3% | +27.9% | +10.1% |
| 1Y | +98.3% | +29.6% | +68.7% | +34.3% |
| 3Y | +651.5% | +70.5% | +581.1% | +242.7% |
| 5Y | +1,411.1% | +73.5% | +1,337.6% | +596.6% |
| 10Y | +1,424.3% | +198.3% | +1,226.0% | +273.5% |
| All | +7,324.8% | +726.5% | +6,598.3% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling