-4.5%
CRS vs WCC
+24.5%
-29.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.9% | +8.4% | +3.2% |
| 7D | +4.3% | -8.8% | +13.1% | +8.7% |
| 30D | -25.5% | -16.0% | -9.5% | -19.2% |
| 3M | -48.7% | -15.2% | -33.5% | -44.8% |
| 6M | -31.6% | -8.4% | -23.3% | -29.4% |
| YTD | -7.0% | +30.1% | -37.1% | -19.7% |
| 1Y | -4.5% | +26.4% | -30.9% | -18.3% |
| All | -4.5% | +24.5% | -29.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling