+801.7%
CRS vs FFIV
+118.6%
+683.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.1% |
| 7D | +4.8% | -0.5% | +5.3% | +5.2% |
| 30D | -23.2% | -32.4% | +9.2% | -5.1% |
| 3M | -45.5% | -25.7% | -19.8% | -37.0% |
| 6M | -33.1% | -13.5% | -19.6% | -30.2% |
| YTD | -7.2% | +21.1% | -28.3% | -23.8% |
| 1Y | -10.0% | +29.4% | -39.4% | -29.5% |
| 3Y | +332.3% | +94.9% | +237.4% | +146.0% |
| 5Y | +801.9% | +34.7% | +767.1% | +544.6% |
| All | +801.7% | +118.6% | +683.1% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling