+1,169.4%
CRS vs WU
-19.6%
+1,189.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.3% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -16.6% | -1.1% | -15.5% | -16.4% |
| 3M | -3.5% | -3.9% | +0.4% | -4.5% |
| 6M | +15.4% | -20.7% | +36.1% | +27.8% |
| YTD | +51.2% | -18.4% | +69.6% | +62.8% |
| 1Y | +98.3% | -8.1% | +106.4% | +95.0% |
| 3Y | +651.5% | -24.2% | +675.7% | +687.2% |
| 5Y | +1,411.1% | -50.4% | +1,461.6% | +1,970.3% |
| 10Y | +1,424.3% | -40.0% | +1,464.4% | +1,789.3% |
| All | +1,169.4% | -19.6% | +1,189.0% | +1,074.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling