+7.0%
WMT vs CRS
+102.1%
-95.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.1% |
| 7D | +3.9% | -0.2% | +4.2% | +3.9% |
| 30D | -4.4% | -16.6% | +12.2% | -4.8% |
| 3M | -8.8% | -3.5% | -5.3% | -9.2% |
| 6M | -15.6% | +15.4% | -31.1% | -16.2% |
| YTD | -3.2% | +51.2% | -54.4% | -3.2% |
| 1Y | +7.0% | +98.3% | -91.2% | +7.5% |
| All | +7.0% | +102.1% | -95.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling