+12.5%
FN vs CRS
+102.1%
-89.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.3% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -22.0% | -16.6% | -5.4% | -14.3% |
| 3M | -43.0% | -3.5% | -39.5% | -41.1% |
| 6M | -27.7% | +15.4% | -43.2% | -32.0% |
| YTD | -10.5% | +51.2% | -61.7% | -22.4% |
| 1Y | +12.5% | +98.3% | -85.8% | -7.3% |
| All | +12.5% | +102.1% | -89.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling