+53.0%
FDX vs CRS
-14.1%
+67.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.9% |
| 7D | +5.2% | +4.8% | +0.4% | +4.3% |
| 30D | +11.3% | -23.2% | +34.5% | +15.3% |
| 3M | -4.1% | -45.5% | +41.4% | +7.0% |
| 6M | +9.6% | -33.1% | +42.8% | +15.5% |
| YTD | +40.9% | -7.2% | +48.1% | +39.0% |
| 1Y | +53.0% | -10.0% | +63.0% | +51.9% |
| All | +53.0% | -14.1% | +67.1% | +51.9% |
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