+826.6%
CRS vs WAT
+31.1%
+795.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +7.4% | +2.0% | +5.4% | +6.6% |
| 30D | -21.2% | +7.7% | -28.9% | -23.5% |
| 3M | -43.3% | +11.1% | -54.3% | -45.8% |
| 6M | -29.4% | +31.2% | -60.6% | -37.3% |
| YTD | -4.7% | +21.7% | -26.4% | -13.7% |
| 1Y | -9.6% | +19.3% | -28.9% | -17.5% |
| 3Y | +355.5% | +80.6% | +274.9% | +228.6% |
| 5Y | +826.6% | +29.5% | +797.0% | +628.9% |
| All | +826.6% | +31.1% | +795.5% | +628.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling