-80.9%
FIG vs CRS
+61.3%
-142.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -14.5% | -0.5% | -13.9% | -14.5% |
| 30D | -13.3% | -18.1% | +4.8% | -14.2% |
| 3M | +7.4% | -12.4% | +19.9% | +5.6% |
| 6M | -27.8% | +15.9% | -43.7% | -30.3% |
| YTD | -41.1% | +45.8% | -86.9% | -45.4% |
| 1Y | -58.7% | +87.8% | -146.5% | -63.8% |
| All | -80.9% | +61.3% | -142.2% | -82.6% |
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 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