+730.4%
SW vs CRS
+707.1%
+23.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.1% |
| 7D | +4.7% | -6.6% | +11.3% | +5.3% |
| 30D | +5.0% | -29.5% | +34.5% | +8.0% |
| 3M | -7.3% | -51.1% | +43.7% | -1.5% |
| 6M | +15.0% | -37.3% | +52.3% | +19.4% |
| YTD | +18.5% | -11.2% | +29.8% | +19.3% |
| 1Y | +27.1% | -11.5% | +38.6% | +28.0% |
| 3Y | +49.3% | +324.4% | -275.1% | +32.9% |
| 5Y | -1.6% | +796.6% | -798.2% | -17.2% |
| 10Y | +185.4% | +929.0% | -743.6% | +132.4% |
| All | +730.4% | +707.1% | +23.3% | +569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling