+58.8%
FDX vs CRS
-9.8%
+68.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.6% |
| 7D | +0.5% | +0.2% | +0.2% | +0.3% |
| 30D | +9.5% | -22.9% | +32.4% | +13.4% |
| 3M | -1.3% | -46.8% | +45.5% | +10.5% |
| 6M | +5.5% | -30.4% | +36.0% | +10.3% |
| YTD | +38.9% | -5.4% | +44.2% | +37.6% |
| 1Y | +58.8% | -9.0% | +67.8% | +58.2% |
| All | +58.8% | -9.8% | +68.7% | +58.2% |
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