+78,645.2%
FICO vs CRS
+5,917.0%
+72,728.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -1.7% | +0.7% | -0.5% |
| 30D | +3.3% | -28.8% | +32.2% | +11.8% |
| 3M | -31.7% | -50.0% | +18.3% | -19.1% |
| 6M | -34.0% | -39.2% | +5.2% | -26.7% |
| YTD | -58.3% | -11.4% | -46.9% | -59.1% |
| 1Y | -57.9% | -11.7% | -46.2% | -58.8% |
| 3Y | -24.1% | +319.6% | -343.7% | -54.8% |
| 5Y | +85.3% | +794.8% | -709.4% | -15.6% |
| 10Y | +520.3% | +926.9% | -406.6% | +136.5% |
| All | +78,645.2% | +5,917.0% | +72,728.2% | +20,623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling