+19.6%
SW vs CRS
+660.4%
-640.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -4.6% | -16.6% | +12.0% | -0.3% |
| 3M | +9.4% | -3.5% | +12.9% | +9.7% |
| 6M | +3.5% | +15.4% | -11.9% | -0.8% |
| YTD | +22.0% | +51.2% | -29.2% | +9.8% |
| 1Y | +2.2% | +98.3% | -96.1% | -14.8% |
| All | +19.6% | +660.4% | -640.8% | -23.5% |
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 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