+8,919.3%
WMT vs CRS
+9,808.7%
-889.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | +0.1% | -3.1% | +3.2% | +0.4% |
| 30D | -5.0% | -19.6% | +14.7% | -2.8% |
| 3M | -11.3% | -8.1% | -3.2% | -10.8% |
| 6M | -13.8% | +18.6% | -32.4% | -16.0% |
| YTD | -4.2% | +45.9% | -50.1% | -8.9% |
| 1Y | +4.6% | +82.5% | -77.9% | -3.4% |
| 3Y | +100.5% | +648.9% | -548.4% | +55.8% |
| 5Y | +129.7% | +1,438.1% | -1,308.4% | +61.0% |
| 10Y | +423.4% | +1,327.0% | -903.6% | +243.3% |
| All | +8,919.3% | +9,808.7% | -889.4% | +3,549.2% |
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 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