+1,236.4%
CRS vs FND
+58.4%
+1,178.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -1.9% |
| 7D | -3.1% | +0.4% | -3.4% | -3.2% |
| 30D | -19.6% | -23.6% | +4.0% | -11.9% |
| 3M | -8.1% | +4.3% | -12.4% | -10.7% |
| 6M | +18.6% | -20.3% | +38.8% | +26.0% |
| YTD | +45.9% | -21.3% | +67.2% | +54.0% |
| 1Y | +82.5% | -45.4% | +127.8% | +118.2% |
| 3Y | +648.9% | -48.9% | +697.8% | +763.0% |
| 5Y | +1,438.1% | -61.0% | +1,499.2% | +1,747.2% |
| All | +1,236.4% | +58.4% | +1,178.0% | +883.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling