+3,439.2%
CRS vs FFIV
+6,144.1%
-2,704.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.4% |
| 7D | +4.4% | -2.9% | +7.3% | +5.0% |
| 30D | -19.1% | -32.4% | +13.3% | -13.0% |
| 3M | -43.2% | -22.7% | -20.5% | -40.6% |
| 6M | -28.9% | -10.7% | -18.2% | -27.8% |
| YTD | -3.0% | +25.4% | -28.3% | -8.4% |
| 1Y | -5.3% | +34.2% | -39.5% | -11.8% |
| 3Y | +363.5% | +101.2% | +262.3% | +299.0% |
| 5Y | +858.2% | +42.0% | +816.2% | +779.2% |
| 10Y | +862.9% | +126.7% | +736.2% | +720.1% |
| All | +3,439.2% | +6,144.1% | -2,704.9% | +1,870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling