+826.6%
CRS vs FDS
-23.2%
+849.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +7.4% | -2.6% | +10.0% | +7.8% |
| 30D | -21.2% | +14.1% | -35.3% | -23.1% |
| 3M | -43.3% | +19.8% | -63.1% | -45.4% |
| 6M | -29.4% | +55.0% | -84.4% | -36.7% |
| YTD | -4.7% | +15.9% | -20.6% | -6.0% |
| 1Y | -9.6% | +24.2% | -33.8% | -14.3% |
| 3Y | +355.5% | -24.0% | +379.5% | +448.4% |
| 5Y | +826.6% | -23.3% | +849.9% | +944.7% |
| All | +826.6% | -23.2% | +849.8% | +944.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling