+4,087.3%
FDX vs CRS
+10,171.0%
-6,083.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | -16.6% | +20.4% | +8.8% |
| 3M | -1.3% | -3.5% | +2.2% | -1.0% |
| 6M | +5.0% | +15.4% | -10.4% | -0.1% |
| YTD | +39.6% | +51.2% | -11.6% | +22.8% |
| 1Y | +81.1% | +98.3% | -17.2% | +46.0% |
| 3Y | +63.0% | +651.5% | -588.5% | -13.0% |
| 5Y | +65.6% | +1,411.1% | -1,345.5% | -30.7% |
| 10Y | +183.4% | +1,424.3% | -1,241.0% | +5.2% |
| All | +4,087.3% | +10,171.0% | -6,083.7% | +745.7% |
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