+5,406.5%
CRS vs FDS
+9,090.7%
-3,684.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.0% |
| 7D | -3.1% | -5.4% | +2.3% | -1.1% |
| 30D | -19.6% | +1.6% | -21.2% | -20.4% |
| 3M | -8.1% | +17.7% | -25.8% | -15.3% |
| 6M | +18.6% | +29.1% | -10.5% | +3.5% |
| YTD | +45.9% | +1.0% | +44.9% | +37.9% |
| 1Y | +82.5% | -21.6% | +104.1% | +88.1% |
| 3Y | +648.9% | -30.1% | +679.0% | +704.6% |
| 5Y | +1,438.1% | -20.7% | +1,458.9% | +1,459.8% |
| 10Y | +1,327.0% | +78.3% | +1,248.7% | +972.6% |
| All | +5,406.5% | +9,090.7% | -3,684.1% | +2,070.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling