+319.6%
CRS vs FGI
+1.5%
+318.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.7% | -7.0% | +5.3% | -1.6% |
| 30D | -28.8% | -4.2% | -24.6% | -28.8% |
| 3M | -50.0% | +55.6% | -105.6% | -50.6% |
| 6M | -39.2% | -3.2% | -36.0% | -39.7% |
| YTD | -11.4% | +29.1% | -40.5% | -12.6% |
| 1Y | -11.7% | +51.0% | -62.7% | -12.7% |
| 3Y | +319.6% | +1.5% | +318.1% | +332.3% |
| All | +319.6% | +1.5% | +318.1% | +332.3% |
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 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