+1,339.5%
CRS vs FDS
+66.9%
+1,272.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.6% | +0.2% |
| 7D | -4.1% | -16.0% | +11.9% | +2.9% |
| 30D | -16.6% | -6.7% | -9.9% | -14.6% |
| 3M | -14.3% | +6.0% | -20.2% | -18.5% |
| 6M | +11.6% | +25.1% | -13.5% | -4.7% |
| YTD | +42.6% | -8.1% | +50.7% | +41.1% |
| 1Y | +81.8% | -26.0% | +107.8% | +101.0% |
| 3Y | +632.1% | -36.4% | +668.5% | +776.7% |
| 5Y | +1,401.6% | -27.7% | +1,429.4% | +1,510.2% |
| All | +1,339.5% | +66.9% | +1,272.6% | +762.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling