+448.7%
FIX vs CRS
+321.3%
+127.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.6% |
| 7D | -17.5% | -1.7% | -15.8% | -16.4% |
| 30D | -41.6% | -28.8% | -12.8% | -30.2% |
| 3M | -40.6% | -50.0% | +9.4% | -14.4% |
| 6M | -49.4% | -39.2% | -10.2% | -34.5% |
| YTD | +9.2% | -11.4% | +20.6% | +15.5% |
| 1Y | +6.5% | -11.7% | +18.1% | +12.9% |
| 3Y | +448.7% | +319.6% | +129.1% | +240.0% |
| All | +448.7% | +321.3% | +127.4% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling