+693.0%
FN vs CRS
+790.4%
-97.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.6% | -6.3% |
| 7D | +0.3% | +4.8% | -4.5% | -1.1% |
| 30D | -16.5% | -23.2% | +6.6% | -8.4% |
| 3M | -42.1% | -45.5% | +3.4% | -28.2% |
| 6M | -52.9% | -33.1% | -19.8% | -45.6% |
| YTD | -28.0% | -7.2% | -20.8% | -25.5% |
| 1Y | -18.5% | -10.0% | -8.5% | -14.8% |
| 3Y | +93.9% | +332.3% | -238.5% | +21.2% |
| 5Y | +170.5% | +801.9% | -631.4% | +27.8% |
| All | +693.0% | +790.4% | -97.5% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling