+153.5%
FDX vs CRS
+790.4%
-636.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.2% |
| 7D | +5.2% | +4.8% | +0.4% | +3.8% |
| 30D | +11.3% | -23.2% | +34.5% | +18.0% |
| 3M | -4.1% | -45.5% | +41.4% | +11.4% |
| 6M | +9.6% | -33.1% | +42.8% | +19.6% |
| YTD | +40.9% | -7.2% | +48.1% | +39.1% |
| 1Y | +53.0% | -10.0% | +63.0% | +52.1% |
| 3Y | +74.1% | +332.3% | -258.2% | +3.4% |
| 5Y | +75.1% | +801.9% | -726.8% | -21.6% |
| All | +153.5% | +790.4% | -636.9% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling