+1,488.9%
CRS vs FGI
-69.8%
+1,558.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.6% |
| 7D | -3.1% | +5.2% | -8.2% | -3.1% |
| 30D | -19.6% | +65.2% | -84.8% | -21.0% |
| 3M | -8.1% | +30.2% | -38.3% | -9.4% |
| 6M | +18.6% | +87.8% | -69.2% | +15.6% |
| YTD | +45.9% | +32.5% | +13.4% | +42.7% |
| 1Y | +82.5% | +93.6% | -11.1% | +75.8% |
| 3Y | +648.9% | -2.6% | +651.5% | +628.4% |
| All | +1,488.9% | -69.8% | +1,558.7% | +1,461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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