+82.7%
CRS vs TW
-14.2%
+96.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.3% |
| 7D | -6.8% | -4.5% | -2.3% | -7.3% |
| 30D | -16.1% | -2.3% | -13.9% | -16.3% |
| 3M | -21.2% | +2.6% | -23.8% | -20.2% |
| 6M | +8.7% | -17.5% | +26.2% | +8.4% |
| YTD | +41.0% | -5.3% | +46.3% | +38.2% |
| 1Y | +82.7% | -14.8% | +97.4% | +77.0% |
| All | +82.7% | -14.2% | +96.9% | +77.0% |
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