+4,392.8%
CRS vs WAT
+10,816.8%
-6,424.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.2% | -1.3% | +1.0% | +0.1% |
| 30D | -16.6% | +2.3% | -19.0% | -17.3% |
| 3M | -3.5% | +8.7% | -12.2% | -6.2% |
| 6M | +15.4% | +28.3% | -12.9% | +6.1% |
| YTD | +51.2% | +7.8% | +43.4% | +45.9% |
| 1Y | +98.3% | +36.6% | +61.7% | +77.4% |
| 3Y | +651.5% | +45.7% | +605.9% | +544.6% |
| 5Y | +1,411.1% | -3.3% | +1,414.4% | +1,353.0% |
| 10Y | +1,424.3% | +162.1% | +1,262.2% | +1,000.5% |
| All | +4,392.8% | +10,816.8% | -6,424.0% | +2,286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling