+98.3%
CRS vs WWD
+41.9%
+56.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -0.2% | +1.3% | -1.5% | -1.3% |
| 30D | -16.6% | -7.2% | -9.5% | -11.4% |
| 3M | -3.5% | -3.8% | +0.4% | -0.8% |
| 6M | +15.4% | -9.9% | +25.3% | +24.9% |
| YTD | +51.2% | +14.8% | +36.4% | +33.5% |
| 1Y | +98.3% | +42.1% | +56.2% | +34.7% |
| All | +98.3% | +41.9% | +56.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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