+3,403.1%
CRS vs FDS
+10,480.1%
-7,077.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +4.8% | +1.5% | +3.3% | +4.2% |
| 30D | -23.2% | +14.8% | -38.0% | -27.5% |
| 3M | -45.5% | +16.3% | -61.8% | -49.3% |
| 6M | -33.1% | +66.2% | -99.3% | -46.9% |
| YTD | -7.2% | +16.2% | -23.4% | -17.9% |
| 1Y | -10.0% | +21.8% | -31.9% | -22.2% |
| 3Y | +332.3% | -23.9% | +356.2% | +344.1% |
| 5Y | +801.9% | -23.1% | +825.0% | +817.3% |
| 10Y | +820.9% | +128.7% | +692.2% | +524.3% |
| All | +3,403.1% | +10,480.1% | -7,077.0% | +1,193.3% |
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