+612.8%
CRS vs FND
-50.8%
+663.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.1% | -5.1% | +1.0% | -2.8% |
| 30D | -16.6% | -22.5% | +5.9% | -11.2% |
| 3M | -14.3% | -5.0% | -9.3% | -14.0% |
| 6M | +11.6% | -21.5% | +33.1% | +16.7% |
| YTD | +42.6% | -23.0% | +65.6% | +48.2% |
| 1Y | +81.8% | -44.9% | +126.7% | +105.1% |
| All | +612.8% | -50.8% | +663.6% | +704.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling