+47.5%
FITB vs CRS
+800.5%
-753.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.8% |
| 7D | +2.8% | +4.8% | -2.0% | +1.3% |
| 30D | +9.8% | -23.2% | +33.0% | +16.6% |
| 3M | -5.2% | -45.5% | +40.4% | +10.9% |
| 6M | +17.3% | -33.1% | +50.4% | +28.0% |
| YTD | +19.3% | -7.2% | +26.5% | +16.6% |
| 1Y | +32.7% | -10.0% | +42.7% | +30.7% |
| 3Y | +141.6% | +332.3% | -190.7% | +32.4% |
| All | +47.5% | +800.5% | -753.1% | -38.8% |
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