-52.4%
FIS vs CRS
+790.4%
-842.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.6% |
| 7D | +2.8% | +4.8% | -1.9% | +1.8% |
| 30D | -16.7% | -23.2% | +6.5% | -13.4% |
| 3M | -32.3% | -45.5% | +13.2% | -25.0% |
| 6M | -29.1% | -33.1% | +4.1% | -25.2% |
| YTD | -54.1% | -7.2% | -46.9% | -55.4% |
| 1Y | -53.7% | -10.0% | -43.7% | -54.7% |
| 3Y | -38.8% | +332.3% | -371.2% | -60.4% |
| 5Y | -71.1% | +801.9% | -873.0% | -85.0% |
| All | -52.4% | +790.4% | -842.8% | -78.1% |
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