+25.3%
CRM vs FDS
+19.9%
+5.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +3.8% |
| 7D | -8.1% | -16.0% | +7.9% | +4.3% |
| 30D | +23.1% | -6.7% | +29.8% | +29.8% |
| 3M | +42.5% | +6.0% | +36.6% | +37.4% |
| 6M | +25.3% | +25.1% | +0.2% | +9.8% |
| All | +25.3% | +19.9% | +5.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 6mo: compounded portfolio wealth divided by compounded FDS 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…
6mo analysis · Full analysis span regression · 6 months rolling