+65.0%
FDX vs CRS
-3.8%
+68.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.8% |
| 7D | +8.1% | +4.3% | +3.8% | +7.3% |
| 30D | +13.9% | -25.5% | +39.4% | +18.8% |
| 3M | +5.5% | -48.7% | +54.3% | +19.2% |
| 6M | +15.1% | -31.6% | +46.8% | +20.8% |
| YTD | +43.2% | -7.0% | +50.2% | +42.0% |
| 1Y | +65.0% | -4.5% | +69.5% | +63.2% |
| All | +65.0% | -3.8% | +68.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling