+531.6%
FICO vs CRS
+967.2%
-435.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.7% | -7.0% | +0.4% |
| 7D | -0.1% | +4.9% | -5.0% | -1.3% |
| 30D | +8.4% | -20.8% | +29.2% | +13.3% |
| 3M | -30.5% | -46.4% | +15.9% | -20.3% |
| 6M | -35.7% | -28.6% | -7.2% | -32.2% |
| YTD | -57.2% | -2.8% | -54.4% | -59.2% |
| 1Y | -58.4% | -6.7% | -51.7% | -59.9% |
| 3Y | -24.8% | +368.0% | -392.8% | -56.7% |
| 5Y | +79.3% | +852.9% | -773.6% | -20.3% |
| 10Y | +531.6% | +905.1% | -373.5% | +134.4% |
| All | +531.6% | +967.2% | -435.5% | +134.4% |
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