+82.7%
CRS vs FND
-45.3%
+128.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -6.8% | -5.8% | -1.0% | -5.4% |
| 30D | -16.1% | -20.2% | +4.1% | -11.6% |
| 3M | -21.2% | -12.0% | -9.2% | -19.3% |
| 6M | +8.7% | -18.5% | +27.2% | +10.7% |
| YTD | +41.0% | -22.3% | +63.2% | +40.8% |
| 1Y | +82.7% | -47.6% | +130.3% | +112.2% |
| All | +82.7% | -45.3% | +128.0% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling