-6.5%
CRS vs FGI
+45.3%
-51.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +9.7% |
| 7D | +4.9% | -1.4% | +6.3% | +5.0% |
| 30D | -20.8% | -3.2% | -17.6% | -20.8% |
| 3M | -46.4% | +64.1% | -110.6% | -48.0% |
| 6M | -28.6% | +17.2% | -45.8% | -30.1% |
| YTD | -2.8% | +31.6% | -34.4% | -7.4% |
| All | -6.5% | +45.3% | -51.9% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling