+47.9%
SW vs CRS
+321.3%
-273.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.3% | -1.7% | +4.0% | +2.7% |
| 30D | +6.8% | -28.8% | +35.6% | +14.6% |
| 3M | -5.2% | -50.0% | +44.8% | +11.0% |
| 6M | +7.4% | -39.2% | +46.6% | +19.0% |
| YTD | +17.4% | -11.4% | +28.8% | +18.7% |
| 1Y | +27.1% | -11.7% | +38.8% | +28.4% |
| 3Y | +47.9% | +319.6% | -271.8% | +5.7% |
| All | +47.9% | +321.3% | -273.5% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling