+1,323.2%
CRS vs WTW
+198.0%
+1,125.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -6.8% | -5.7% | -1.0% | -3.7% |
| 30D | -16.1% | -7.3% | -8.9% | -12.9% |
| 3M | -21.2% | +21.5% | -42.6% | -31.1% |
| 6M | +8.7% | +9.6% | -0.9% | -0.6% |
| YTD | +41.0% | -3.3% | +44.3% | +37.9% |
| 1Y | +82.7% | -6.1% | +88.8% | +81.7% |
| 3Y | +604.8% | +61.8% | +542.9% | +359.8% |
| 5Y | +1,384.7% | +42.7% | +1,342.0% | +940.5% |
| All | +1,323.2% | +198.0% | +1,125.2% | +545.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling