+46.0%
FE vs CRS
+321.3%
-275.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | 0.0% | -1.7% | +1.6% | 0.0% |
| 30D | +5.2% | -28.8% | +34.0% | +5.4% |
| 3M | 0.0% | -50.0% | +50.0% | +0.5% |
| 6M | +5.0% | -39.2% | +44.2% | +5.2% |
| YTD | +7.9% | -11.4% | +19.3% | +7.5% |
| 1Y | +6.3% | -11.7% | +18.0% | +5.9% |
| 3Y | +46.0% | +319.6% | -273.6% | +32.0% |
| All | +46.0% | +321.3% | -275.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling