+46.2%
FE vs CRS
+1,394.1%
-1,347.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | +0.6% | -3.1% | +3.7% | +0.8% |
| 30D | -2.1% | -19.6% | +17.5% | -0.8% |
| 3M | +2.6% | -8.1% | +10.7% | +2.9% |
| 6M | -6.8% | +18.6% | -25.3% | -8.4% |
| YTD | +6.9% | +45.9% | -39.0% | +3.4% |
| 1Y | +11.6% | +82.5% | -70.9% | +5.8% |
| 3Y | +47.7% | +648.9% | -601.2% | +16.6% |
| 5Y | +46.2% | +1,438.1% | -1,391.9% | +4.0% |
| All | +46.2% | +1,394.1% | -1,347.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling