+344.1%
CRS vs FDS
-23.5%
+367.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.8% |
| 7D | +7.4% | -2.6% | +10.0% | +7.3% |
| 30D | -21.2% | +14.1% | -35.3% | -21.2% |
| 3M | -43.3% | +19.8% | -63.1% | -43.3% |
| 6M | -29.4% | +55.0% | -84.4% | -30.3% |
| YTD | -4.7% | +15.9% | -20.6% | +0.4% |
| 1Y | -9.6% | +24.2% | -33.8% | -7.6% |
| All | +344.1% | -23.5% | +367.6% | +441.5% |
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