-83.2%
FIG vs CRS
+2.6%
-85.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +2.7% |
| 7D | +3.4% | +4.8% | -1.4% | +3.6% |
| 30D | -9.5% | -23.2% | +13.7% | -10.8% |
| 3M | -26.2% | -45.5% | +19.3% | -28.4% |
| 6M | +2.7% | -33.1% | +35.8% | -1.5% |
| YTD | -48.0% | -7.2% | -40.7% | -52.9% |
| 1Y | -52.0% | -10.0% | -42.0% | -56.3% |
| All | -83.2% | +2.6% | -85.8% | -84.9% |
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