-4.5%
CRS vs WTW
+8.6%
-13.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -0.7% |
| 7D | +4.3% | +4.9% | -0.6% | +5.8% |
| 30D | -25.5% | +17.1% | -42.6% | -22.3% |
| 3M | -48.7% | -0.3% | -48.4% | -48.1% |
| 6M | -31.6% | +30.7% | -62.3% | -28.3% |
| YTD | -7.0% | +3.7% | -10.8% | -2.3% |
| 1Y | -4.5% | +5.9% | -10.4% | -2.3% |
| All | -4.5% | +8.6% | -13.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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