+948.7%
CRS vs FTV
+127.6%
+821.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +4.8% | +3.9% | +0.9% | +1.4% |
| 30D | -23.2% | +18.7% | -41.8% | -34.5% |
| 3M | -45.5% | +10.0% | -55.5% | -50.5% |
| 6M | -33.1% | +14.6% | -47.7% | -42.0% |
| YTD | -7.2% | +23.4% | -30.6% | -27.2% |
| 1Y | -10.0% | +31.3% | -41.3% | -33.7% |
| 3Y | +332.3% | +39.8% | +292.5% | +192.8% |
| 5Y | +801.9% | +17.7% | +784.2% | +616.1% |
| 10Y | +820.9% | +110.2% | +710.7% | +335.7% |
| All | +948.7% | +127.6% | +821.1% | +371.4% |
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