+332.3%
CRS vs FTV
+39.2%
+293.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.8% | +3.9% | +0.9% | +2.6% |
| 30D | -23.2% | +18.7% | -41.8% | -30.5% |
| 3M | -45.5% | +10.0% | -55.5% | -48.5% |
| 6M | -33.1% | +14.6% | -47.7% | -38.7% |
| YTD | -7.2% | +23.4% | -30.6% | -20.7% |
| 1Y | -10.0% | +31.3% | -41.3% | -27.1% |
| 3Y | +332.3% | +39.8% | +292.5% | +225.3% |
| All | +332.3% | +39.2% | +293.1% | +225.3% |
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