+1,350.3%
CRS vs WTW
+42.0%
+1,308.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -6.8% | -5.7% | -1.0% | -5.0% |
| 30D | -16.1% | -7.3% | -8.9% | -14.2% |
| 3M | -21.2% | +21.5% | -42.6% | -27.6% |
| 6M | +8.7% | +9.6% | -0.9% | +3.2% |
| YTD | +41.0% | -3.3% | +44.3% | +41.0% |
| 1Y | +82.7% | -6.1% | +88.8% | +85.3% |
| 3Y | +604.8% | +61.8% | +542.9% | +395.6% |
| All | +1,350.3% | +42.0% | +1,308.3% | +938.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling