+1,438.1%
CRS vs FFIV
+92.2%
+1,345.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -3.1% | -1.5% | -1.5% | -2.3% |
| 30D | -19.6% | -2.7% | -17.0% | -18.8% |
| 3M | -8.1% | -1.7% | -6.4% | -7.9% |
| 6M | +18.6% | +36.1% | -17.6% | -0.1% |
| YTD | +45.9% | +52.6% | -6.8% | +14.2% |
| 1Y | +82.5% | +21.5% | +61.0% | +60.9% |
| 3Y | +648.9% | +142.7% | +506.2% | +336.9% |
| 5Y | +1,438.1% | +92.6% | +1,345.6% | +850.7% |
| All | +1,438.1% | +92.2% | +1,345.9% | +850.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling