+1,548.4%
CRS vs FTV
+89.3%
+1,459.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.8% |
| 7D | -3.1% | -0.4% | -2.7% | -2.7% |
| 30D | -19.6% | -8.3% | -11.3% | -13.2% |
| 3M | -8.1% | -7.4% | -0.7% | -2.5% |
| 6M | +18.6% | -1.2% | +19.8% | +18.1% |
| YTD | +45.9% | +2.7% | +43.2% | +36.3% |
| 1Y | +82.5% | +18.4% | +64.0% | +48.1% |
| 3Y | +648.9% | -2.0% | +650.9% | +613.7% |
| 5Y | +1,438.1% | +3.4% | +1,434.7% | +1,270.8% |
| 10Y | +1,327.0% | +78.5% | +1,248.5% | +696.1% |
| All | +1,548.4% | +89.3% | +1,459.1% | +782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling