+612.8%
CRS vs FTV
-5.5%
+618.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.8% |
| 7D | -4.1% | -5.2% | +1.1% | -0.9% |
| 30D | -16.6% | -11.5% | -5.1% | -10.2% |
| 3M | -14.3% | -9.0% | -5.2% | -9.6% |
| 6M | +11.6% | -2.0% | +13.6% | +11.9% |
| YTD | +42.6% | -0.9% | +43.5% | +39.2% |
| 1Y | +81.8% | +14.8% | +67.0% | +57.5% |
| All | +612.8% | -5.5% | +618.4% | +617.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling