+1,372.2%
CRS vs FDS
+77.2%
+1,295.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.4% |
| 7D | -0.5% | -8.8% | +8.2% | +3.2% |
| 30D | -18.1% | -1.4% | -16.7% | -18.0% |
| 3M | -12.4% | +13.9% | -26.3% | -19.2% |
| 6M | +15.9% | +27.4% | -11.5% | -1.3% |
| YTD | +45.8% | -2.5% | +48.3% | +40.8% |
| 1Y | +87.8% | -23.8% | +111.5% | +106.3% |
| 3Y | +648.7% | -32.5% | +681.2% | +775.1% |
| 5Y | +1,416.6% | -23.2% | +1,439.8% | +1,486.0% |
| All | +1,372.2% | +77.2% | +1,295.1% | +760.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling