+1,323.2%
CRS vs WY
+7.6%
+1,315.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | -6.8% | -4.2% | -2.6% | -3.7% |
| 30D | -16.1% | -10.1% | -6.0% | -9.5% |
| 3M | -21.2% | -8.5% | -12.7% | -16.8% |
| 6M | +8.7% | -3.3% | +12.0% | +10.1% |
| YTD | +41.0% | -4.4% | +45.4% | +42.6% |
| 1Y | +82.7% | -11.5% | +94.1% | +94.9% |
| 3Y | +604.8% | -24.3% | +629.1% | +719.9% |
| 5Y | +1,384.7% | -21.3% | +1,406.0% | +1,566.1% |
| All | +1,323.2% | +7.6% | +1,315.6% | +1,142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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