+1,401.6%
CRS vs TW
+19.6%
+1,382.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -4.1% | -2.7% | -1.4% | -3.3% |
| 30D | -16.6% | -1.7% | -14.8% | -16.2% |
| 3M | -14.3% | +1.6% | -15.9% | -15.2% |
| 6M | +11.6% | -17.7% | +29.3% | +18.0% |
| YTD | +42.6% | -4.3% | +46.9% | +41.2% |
| 1Y | +81.8% | -13.1% | +94.9% | +86.9% |
| 3Y | +632.1% | +20.3% | +611.8% | +556.5% |
| 5Y | +1,401.6% | +22.0% | +1,379.7% | +1,182.0% |
| All | +1,401.6% | +19.6% | +1,382.0% | +1,182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling