+1,350.3%
CRS vs FTV
-2.3%
+1,352.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.4% |
| 7D | -6.8% | -4.0% | -2.8% | -4.0% |
| 30D | -16.1% | -11.0% | -5.1% | -8.9% |
| 3M | -21.2% | -8.4% | -12.8% | -16.6% |
| 6M | +8.7% | -2.6% | +11.2% | +9.5% |
| YTD | +41.0% | -0.6% | +41.6% | +36.8% |
| 1Y | +82.7% | +11.0% | +71.7% | +61.4% |
| 3Y | +604.8% | -6.3% | +611.1% | +606.0% |
| All | +1,350.3% | -2.3% | +1,352.6% | +1,205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling