+910.8%
CRS vs FGI
-74.8%
+985.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -25.2% | +22.5% | -2.2% |
| 7D | +4.8% | -14.4% | +19.2% | +5.0% |
| 30D | -23.2% | -11.8% | -11.4% | -23.0% |
| 3M | -45.5% | -46.2% | +0.7% | -45.1% |
| 6M | -33.1% | +5.2% | -38.3% | -34.0% |
| YTD | -7.2% | +10.5% | -17.7% | -9.0% |
| 1Y | -10.0% | +25.5% | -35.5% | -12.0% |
| 3Y | +332.3% | -16.0% | +348.3% | +320.8% |
| All | +910.8% | -74.8% | +985.6% | +895.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling