-80.8%
FIG vs CRS
+57.7%
-138.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | -12.2% | -4.1% | -8.1% | -12.3% |
| 30D | -11.0% | -16.6% | +5.6% | -11.7% |
| 3M | +11.9% | -14.3% | +26.1% | +9.9% |
| 6M | -21.9% | +11.6% | -33.5% | -24.5% |
| YTD | -40.8% | +42.6% | -83.3% | -45.2% |
| 1Y | -56.6% | +81.8% | -138.5% | -61.9% |
| All | -80.8% | +57.7% | -138.5% | -82.5% |
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