-0.1%
SW vs CRS
+871.4%
-871.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.6% | +4.4% |
| 7D | +12.1% | +4.3% | +7.7% | +11.0% |
| 30D | +6.6% | -25.5% | +32.0% | +12.3% |
| 3M | -6.0% | -48.7% | +42.7% | +7.2% |
| 6M | +21.5% | -31.6% | +53.1% | +29.8% |
| YTD | +20.3% | -7.0% | +27.4% | +20.5% |
| 1Y | +28.1% | -4.5% | +32.7% | +27.5% |
| 3Y | +51.6% | +344.5% | -292.9% | +11.6% |
| All | -0.1% | +871.4% | -871.5% | -39.2% |
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