+2,896.1%
FITB vs CRS
+10,171.0%
-7,274.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -4.7% | -16.6% | +11.9% | +1.7% |
| 3M | +6.7% | -3.5% | +10.1% | +6.9% |
| 6M | +12.6% | +15.4% | -2.9% | +4.4% |
| YTD | +19.1% | +51.2% | -32.1% | -1.1% |
| 1Y | +22.6% | +98.3% | -75.7% | -9.9% |
| 3Y | +127.1% | +651.5% | -524.4% | -6.3% |
| 5Y | +71.8% | +1,411.1% | -1,339.3% | -48.9% |
| 10Y | +287.2% | +1,424.3% | -1,137.2% | +3.3% |
| All | +2,896.1% | +10,171.0% | -7,274.9% | +347.5% |
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