+82.7%
CRS vs FIGR
-3.1%
+85.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -6.8% | -3.0% | -3.7% | -6.5% |
| 30D | -16.1% | +13.7% | -29.8% | -17.3% |
| 3M | -21.2% | +23.9% | -45.0% | -23.1% |
| 6M | +8.7% | -8.4% | +17.1% | +8.0% |
| YTD | +41.0% | -14.6% | +55.6% | +36.1% |
| 1Y | +82.7% | +12.1% | +70.6% | +75.3% |
| All | +82.7% | -3.1% | +85.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling