-51.1%
FIS vs CRS
-3.8%
-47.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -1.6% | -22.1% | -23.9% |
| 7D | -18.4% | +4.3% | -22.7% | -18.0% |
| 30D | -11.4% | -25.5% | +14.1% | -14.5% |
| 3M | -32.0% | -48.7% | +16.7% | -37.3% |
| 6M | -35.6% | -31.6% | -4.0% | -39.4% |
| YTD | -53.8% | -7.0% | -46.8% | -54.7% |
| 1Y | -51.1% | -4.5% | -46.6% | -52.3% |
| All | -51.1% | -3.8% | -47.3% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling