-4.5%
CRS vs FTV
+37.8%
-42.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.8% | -1.9% |
| 7D | +4.3% | +6.6% | -2.3% | +3.3% |
| 30D | -25.5% | +19.1% | -44.6% | -27.5% |
| 3M | -48.7% | +13.1% | -61.8% | -49.5% |
| 6M | -31.6% | +14.0% | -45.6% | -32.6% |
| YTD | -7.0% | +24.2% | -31.2% | -9.6% |
| 1Y | -4.5% | +36.4% | -40.9% | -7.5% |
| All | -4.5% | +37.8% | -42.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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