+648.9%
CRS vs FDS
-30.4%
+679.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.3% |
| 7D | -3.1% | -5.4% | +2.3% | -2.8% |
| 30D | -19.6% | +1.6% | -21.2% | -19.7% |
| 3M | -8.1% | +17.7% | -25.8% | -8.8% |
| 6M | +18.6% | +29.1% | -10.5% | +16.1% |
| YTD | +45.9% | +1.0% | +44.9% | +53.1% |
| 1Y | +82.5% | -21.6% | +104.1% | +115.8% |
| 3Y | +648.9% | -30.1% | +679.0% | +777.0% |
| All | +648.9% | -30.4% | +679.3% | +777.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling