+114.5%
FE vs CRS
+1,345.8%
-1,231.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -1.2% | -18.1% | +16.9% | +0.9% |
| 3M | +1.7% | -12.4% | +14.1% | +2.8% |
| 6M | -7.5% | +15.9% | -23.4% | -9.7% |
| YTD | +6.3% | +45.8% | -39.5% | +0.9% |
| 1Y | +10.9% | +87.8% | -76.9% | +1.6% |
| 3Y | +46.9% | +648.7% | -601.8% | +8.7% |
| 5Y | +47.6% | +1,416.6% | -1,369.0% | -3.8% |
| 10Y | +114.5% | +1,412.7% | -1,298.2% | +24.0% |
| All | +114.5% | +1,345.8% | -1,231.3% | +24.0% |
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