+1,191.6%
CRS vs FND
+56.5%
+1,135.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -6.8% | -5.8% | -1.0% | -4.8% |
| 30D | -16.1% | -20.2% | +4.1% | -9.4% |
| 3M | -21.2% | -12.0% | -9.2% | -18.6% |
| 6M | +8.7% | -18.5% | +27.2% | +14.6% |
| YTD | +41.0% | -22.3% | +63.2% | +49.5% |
| 1Y | +82.7% | -47.6% | +130.3% | +122.1% |
| 3Y | +604.8% | -49.8% | +654.5% | +717.3% |
| 5Y | +1,384.7% | -63.0% | +1,447.7% | +1,719.0% |
| All | +1,191.6% | +56.5% | +1,135.1% | +854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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