+4,064.1%
FDX vs CRS
+6,329.0%
-2,264.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.9% |
| 7D | +0.5% | +0.2% | +0.2% | +0.3% |
| 30D | +9.5% | -22.9% | +32.4% | +16.0% |
| 3M | -1.3% | -46.8% | +45.5% | +15.2% |
| 6M | +5.5% | -30.4% | +36.0% | +13.9% |
| YTD | +38.9% | -5.4% | +44.2% | +36.7% |
| 1Y | +58.8% | -9.0% | +67.8% | +57.7% |
| 3Y | +71.1% | +352.2% | -281.0% | +3.6% |
| 5Y | +76.3% | +852.2% | -776.0% | -17.3% |
| 10Y | +153.4% | +862.6% | -709.2% | +6.0% |
| All | +4,064.1% | +6,329.0% | -2,264.9% | +841.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling