+101.5%
CFG vs CRS
+1,394.1%
-1,292.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | 0.0% |
| 7D | +2.7% | -3.1% | +5.8% | +3.6% |
| 30D | -3.7% | -19.6% | +15.9% | +3.0% |
| 3M | +9.5% | -8.1% | +17.6% | +11.4% |
| 6M | +22.2% | +18.6% | +3.7% | +13.6% |
| YTD | +22.3% | +45.9% | -23.5% | +5.4% |
| 1Y | +39.4% | +82.5% | -43.0% | +9.7% |
| 3Y | +188.5% | +648.9% | -460.4% | +32.0% |
| 5Y | +101.5% | +1,438.1% | -1,336.6% | -31.6% |
| All | +101.5% | +1,394.1% | -1,292.6% | -31.6% |
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