+344.1%
CRS vs WAT
+83.1%
+261.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +7.4% | +2.0% | +5.4% | +6.7% |
| 30D | -21.2% | +7.7% | -28.9% | -23.2% |
| 3M | -43.3% | +11.1% | -54.3% | -45.5% |
| 6M | -29.4% | +31.2% | -60.6% | -36.4% |
| YTD | -4.7% | +21.7% | -26.4% | -12.9% |
| 1Y | -9.6% | +19.3% | -28.9% | -16.8% |
| All | +344.1% | +83.1% | +261.0% | +278.2% |
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