+629.2%
CRS vs WAT
+52.7%
+576.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | -3.1% | -0.7% | -2.3% | -2.8% |
| 30D | -19.6% | -1.0% | -18.6% | -19.4% |
| 3M | -8.1% | +10.9% | -19.0% | -11.7% |
| 6M | +18.6% | +33.2% | -14.6% | +5.7% |
| YTD | +45.9% | +6.1% | +39.8% | +40.3% |
| 1Y | +82.5% | +30.2% | +52.2% | +61.9% |
| All | +629.2% | +52.7% | +576.6% | +521.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling