+648.9%
CRS vs FFIV
+141.9%
+507.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -3.1% | -1.5% | -1.5% | -2.5% |
| 30D | -19.6% | -2.7% | -17.0% | -18.9% |
| 3M | -8.1% | -1.7% | -6.4% | -7.8% |
| 6M | +18.6% | +36.1% | -17.6% | +2.8% |
| YTD | +45.9% | +52.6% | -6.8% | +18.5% |
| 1Y | +82.5% | +21.5% | +61.0% | +66.0% |
| 3Y | +648.9% | +142.7% | +506.2% | +377.0% |
| All | +648.9% | +141.9% | +507.0% | +377.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling