+76.9%
FICO vs CRS
+772.4%
-695.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | -1.7% | +0.7% | -0.7% |
| 30D | +3.3% | -28.8% | +32.2% | +8.7% |
| 3M | -31.7% | -50.0% | +18.3% | -23.4% |
| 6M | -34.0% | -39.2% | +5.2% | -29.4% |
| YTD | -58.3% | -11.4% | -46.9% | -59.6% |
| 1Y | -57.9% | -11.7% | -46.2% | -59.2% |
| 3Y | -24.1% | +319.6% | -343.7% | -52.5% |
| All | +76.9% | +772.4% | -695.4% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling