+177.1%
SW vs CRS
+790.4%
-613.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -2.9% | +4.8% | -7.7% | -3.6% |
| 30D | +5.0% | -23.2% | +28.2% | +8.2% |
| 3M | -13.7% | -45.5% | +31.8% | -6.9% |
| 6M | +8.0% | -33.1% | +41.1% | +13.1% |
| YTD | +14.0% | -7.2% | +21.2% | +14.2% |
| 1Y | +25.6% | -10.0% | +35.6% | +26.4% |
| 3Y | +40.1% | +332.3% | -292.2% | +16.9% |
| 5Y | -2.6% | +801.9% | -804.5% | -25.3% |
| All | +177.1% | +790.4% | -613.4% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling