+75.3%
FDX vs CRS
+855.4%
-780.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.2% | +1.5% |
| 7D | +0.2% | +4.9% | -4.8% | -0.9% |
| 30D | +9.3% | -20.8% | +30.1% | +13.7% |
| 3M | +0.5% | -46.4% | +46.9% | +13.6% |
| 6M | +5.3% | -28.6% | +33.9% | +11.2% |
| YTD | +38.6% | -2.8% | +41.4% | +36.0% |
| 1Y | +53.5% | -6.7% | +60.3% | +51.8% |
| 3Y | +74.2% | +368.0% | -293.8% | +13.6% |
| 5Y | +75.3% | +852.9% | -777.6% | -7.9% |
| All | +75.3% | +855.4% | -780.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling