+539.5%
FICO vs CRS
+882.2%
-342.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.8% |
| 7D | +4.0% | +4.4% | -0.4% | +2.8% |
| 30D | -1.5% | -19.1% | +17.6% | +2.5% |
| 3M | -29.8% | -43.2% | +13.4% | -20.6% |
| 6M | -33.3% | -28.9% | -4.4% | -29.5% |
| YTD | -56.9% | -3.0% | -53.9% | -58.9% |
| 1Y | -59.5% | -5.3% | -54.1% | -61.1% |
| 3Y | -26.9% | +363.5% | -390.4% | -57.8% |
| 5Y | +92.9% | +858.2% | -765.3% | -14.4% |
| 10Y | +539.5% | +862.9% | -323.4% | +138.1% |
| All | +539.5% | +882.2% | -342.8% | +138.1% |
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