-1.6%
SW vs CRS
+827.4%
-829.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.6% |
| 7D | +4.7% | -6.6% | +11.3% | +6.0% |
| 30D | +5.0% | -29.5% | +34.5% | +12.0% |
| 3M | -7.3% | -51.1% | +43.7% | +6.7% |
| 6M | +15.0% | -37.3% | +52.3% | +25.1% |
| YTD | +18.5% | -11.2% | +29.8% | +19.8% |
| 1Y | +27.1% | -11.5% | +38.6% | +28.4% |
| 3Y | +49.3% | +324.4% | -275.1% | +10.9% |
| 5Y | -1.6% | +796.6% | -798.2% | -39.6% |
| All | -1.6% | +827.4% | -829.1% | -39.6% |
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