-79.9%
FIG vs CRS
+55.9%
-135.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +4.7% |
| 7D | -3.8% | -6.8% | +2.9% | -4.1% |
| 30D | -2.3% | -16.1% | +13.8% | -3.1% |
| 3M | +20.0% | -21.2% | +41.1% | +17.9% |
| 6M | -16.7% | +8.7% | -25.4% | -19.3% |
| YTD | -37.9% | +41.0% | -78.9% | -42.6% |
| 1Y | -58.5% | +82.7% | -141.2% | -63.6% |
| All | -79.9% | +55.9% | -135.8% | -81.6% |
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