+68.4%
FITB vs CRS
+1,446.1%
-1,377.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -5.1% | -18.1% | +13.0% | +0.4% |
| 3M | +3.5% | -12.4% | +16.0% | +6.7% |
| 6M | +17.2% | +15.9% | +1.3% | +10.2% |
| YTD | +17.6% | +45.8% | -28.2% | +2.5% |
| 1Y | +23.4% | +87.8% | -64.4% | -2.1% |
| 3Y | +129.7% | +648.7% | -519.0% | +7.1% |
| 5Y | +68.4% | +1,416.6% | -1,348.2% | -42.0% |
| All | +68.4% | +1,446.1% | -1,377.7% | -42.0% |
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