+206.5%
FITB vs CRS
+790.4%
-583.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.2% |
| 7D | +2.8% | +4.8% | -2.0% | +0.6% |
| 30D | +9.8% | -23.2% | +33.0% | +19.9% |
| 3M | -5.2% | -45.5% | +40.4% | +18.9% |
| 6M | +17.3% | -33.1% | +50.4% | +33.1% |
| YTD | +19.3% | -7.2% | +26.5% | +15.5% |
| 1Y | +32.7% | -10.0% | +42.7% | +29.9% |
| 3Y | +141.6% | +332.3% | -190.7% | +5.0% |
| 5Y | +48.9% | +801.9% | -753.0% | -58.3% |
| All | +206.5% | +790.4% | -583.9% | -29.6% |
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 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