+183.3%
SW vs CRS
+967.2%
-783.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.5% | -1.1% |
| 7D | +1.8% | +4.9% | -3.1% | +1.1% |
| 30D | +7.0% | -20.8% | +27.8% | +9.8% |
| 3M | -7.6% | -46.4% | +38.8% | -0.1% |
| 6M | +8.5% | -28.6% | +37.1% | +12.7% |
| YTD | +17.7% | -2.8% | +20.5% | +17.2% |
| 1Y | +27.1% | -6.7% | +33.8% | +27.2% |
| 3Y | +48.2% | +368.0% | -319.8% | +22.6% |
| 5Y | -2.3% | +852.9% | -855.2% | -25.6% |
| 10Y | +183.3% | +905.1% | -721.8% | +106.0% |
| All | +183.3% | +967.2% | -783.8% | +106.0% |
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