+2,381.8%
CRS vs WPM
+5,972.6%
-3,590.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -3.1% | +7.0% | -10.1% | -5.0% |
| 30D | -19.6% | +15.7% | -35.3% | -23.3% |
| 3M | -8.1% | +35.2% | -43.3% | -16.6% |
| 6M | +18.6% | +6.1% | +12.5% | +14.7% |
| YTD | +45.9% | +32.6% | +13.3% | +30.9% |
| 1Y | +82.5% | +46.9% | +35.6% | +58.0% |
| 3Y | +648.9% | +276.3% | +372.6% | +380.5% |
| 5Y | +1,438.1% | +260.0% | +1,178.1% | +882.4% |
| 10Y | +1,327.0% | +508.5% | +818.5% | +597.9% |
| All | +2,381.8% | +5,972.6% | -3,590.8% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WPM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling