+576.2%
FE vs CRS
+3,508.9%
-2,932.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -1.2% | -16.6% | +15.5% | +1.3% |
| 3M | +3.5% | -3.5% | +7.0% | +3.5% |
| 6M | -6.1% | +15.4% | -21.5% | -8.8% |
| YTD | +7.6% | +51.2% | -43.6% | +0.2% |
| 1Y | +11.9% | +98.3% | -86.4% | -0.6% |
| 3Y | +48.4% | +651.5% | -603.1% | +4.0% |
| 5Y | +44.8% | +1,411.1% | -1,366.3% | -11.9% |
| 10Y | +115.9% | +1,424.3% | -1,308.5% | +18.7% |
| All | +576.2% | +3,508.9% | -2,932.7% | +176.8% |
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 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