+120.9%
FE vs CRS
+849.0%
-728.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -0.6% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.3% | -22.9% | +27.2% | +6.8% |
| 3M | +0.4% | -46.8% | +47.2% | +6.9% |
| 6M | +6.9% | -30.4% | +37.4% | +10.1% |
| YTD | +8.0% | -5.4% | +13.4% | +6.8% |
| 1Y | +4.8% | -9.0% | +13.8% | +4.0% |
| 3Y | +49.0% | +352.2% | -303.2% | +15.6% |
| 5Y | +46.2% | +852.2% | -806.0% | -0.9% |
| 10Y | +120.9% | +862.6% | -741.7% | +35.8% |
| All | +120.9% | +849.0% | -728.1% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling