-38.6%
FICO vs CRS
+102.1%
-140.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.6% |
| 7D | -19.2% | -0.2% | -19.0% | -19.2% |
| 30D | -14.6% | -16.6% | +2.0% | -15.1% |
| 3M | -20.1% | -3.5% | -16.6% | -20.6% |
| 6M | -36.3% | +15.4% | -51.8% | -36.3% |
| YTD | -44.9% | +51.2% | -96.1% | -44.6% |
| 1Y | -38.6% | +98.3% | -136.9% | -37.6% |
| All | -38.6% | +102.1% | -140.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling