+4.4%
FICO vs CRS
+660.4%
-656.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.9% |
| 7D | -19.2% | -0.2% | -19.0% | -19.2% |
| 30D | -14.6% | -16.6% | +2.0% | -12.5% |
| 3M | -20.1% | -3.5% | -16.6% | -20.4% |
| 6M | -36.3% | +15.4% | -51.8% | -38.7% |
| YTD | -44.9% | +51.2% | -96.1% | -49.9% |
| 1Y | -38.6% | +98.3% | -136.9% | -48.0% |
| All | +4.4% | +660.4% | -656.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling