+678.8%
CRS vs FGI
-4.4%
+683.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | +1.6% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -16.6% | +65.4% | -82.0% | -17.6% |
| 3M | -3.5% | +23.5% | -27.0% | -4.3% |
| 6M | +15.4% | +60.5% | -45.1% | +14.1% |
| YTD | +51.2% | +30.0% | +21.2% | +49.4% |
| 1Y | +98.3% | +82.1% | +16.2% | +96.0% |
| All | +678.8% | -4.4% | +683.2% | +700.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling