+98.3%
CRS vs TW
-15.9%
+114.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | -0.2% | -2.3% | +2.1% | -0.6% |
| 30D | -16.6% | +3.9% | -20.6% | -16.1% |
| 3M | -3.5% | +5.7% | -9.2% | -1.9% |
| 6M | +15.4% | -14.5% | +30.0% | +15.5% |
| YTD | +51.2% | -0.9% | +52.1% | +49.3% |
| 1Y | +98.3% | -13.5% | +111.8% | +83.9% |
| All | +98.3% | -15.9% | +114.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling