+2,900.6%
FITB vs CRS
+6,203.6%
-3,303.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.1% |
| 7D | +2.8% | +4.8% | -2.0% | +0.8% |
| 30D | +9.8% | -23.2% | +33.0% | +19.0% |
| 3M | -5.2% | -45.5% | +40.4% | +16.5% |
| 6M | +17.3% | -33.1% | +50.4% | +31.9% |
| YTD | +19.3% | -7.2% | +26.5% | +16.6% |
| 1Y | +32.7% | -10.0% | +42.7% | +31.0% |
| 3Y | +141.6% | +332.3% | -190.7% | +20.7% |
| 5Y | +48.9% | +801.9% | -753.0% | -47.2% |
| 10Y | +216.5% | +820.9% | -604.4% | +1.1% |
| All | +2,900.6% | +6,203.6% | -3,303.0% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling