+23.7%
IWM vs CRS
+842.0%
-818.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +2.8% | +7.4% | -4.7% | +0.7% |
| 30D | +0.6% | -21.2% | +21.8% | +6.2% |
| 3M | -7.8% | -43.3% | +35.5% | +6.4% |
| 6M | -1.0% | -29.4% | +28.4% | +6.6% |
| YTD | +13.9% | -4.7% | +18.5% | +11.4% |
| 1Y | +15.4% | -9.6% | +25.0% | +14.5% |
| 3Y | +70.2% | +355.5% | -285.2% | -2.1% |
| 5Y | +23.7% | +826.6% | -802.9% | -44.5% |
| All | +23.7% | +842.0% | -818.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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