+602.8%
FICO vs CRS
+1,306.2%
-703.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.0% |
| 7D | -15.4% | -3.1% | -12.4% | -14.9% |
| 30D | -10.4% | -19.6% | +9.2% | -5.6% |
| 3M | -22.7% | -8.1% | -14.6% | -21.9% |
| 6M | -36.8% | +18.6% | -55.3% | -40.8% |
| YTD | -44.8% | +45.9% | -90.7% | -51.6% |
| 1Y | -39.3% | +82.5% | -121.8% | -50.7% |
| 3Y | +3.7% | +648.9% | -645.2% | -45.9% |
| 5Y | +101.7% | +1,438.1% | -1,336.4% | -18.8% |
| 10Y | +602.8% | +1,327.0% | -724.2% | +142.8% |
| All | +602.8% | +1,306.2% | -703.4% | +142.8% |
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 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