+82.7%
CRS vs WEC
-0.3%
+83.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | -16.1% | -2.6% | -13.5% | -15.9% |
| 3M | -21.2% | -6.0% | -15.1% | -20.9% |
| 6M | +8.7% | -5.4% | +14.1% | +9.0% |
| YTD | +41.0% | +2.5% | +38.5% | +42.4% |
| 1Y | +82.7% | -0.7% | +83.4% | +71.7% |
| All | +82.7% | -0.3% | +83.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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