+629.1%
CRS vs WWD
+167.9%
+461.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -0.5% | +0.6% | -1.2% | -1.0% |
| 30D | -18.1% | -5.1% | -13.0% | -14.6% |
| 3M | -12.4% | -11.2% | -1.2% | -3.9% |
| 6M | +15.9% | -12.0% | +28.0% | +28.2% |
| YTD | +45.8% | +12.0% | +33.8% | +32.2% |
| 1Y | +87.8% | +42.8% | +45.0% | +39.1% |
| All | +629.1% | +167.9% | +461.1% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling