+344.1%
CRS vs FGI
+12.3%
+331.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | +7.4% | +13.5% | -6.1% | +7.2% |
| 30D | -21.2% | +17.1% | -38.3% | -21.4% |
| 3M | -43.3% | +78.0% | -121.3% | -44.0% |
| 6M | -29.4% | +46.4% | -75.8% | -30.3% |
| YTD | -4.7% | +47.7% | -52.4% | -6.1% |
| 1Y | -9.6% | +56.8% | -66.4% | -10.9% |
| All | +344.1% | +12.3% | +331.9% | +351.1% |
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