+890.0%
FN vs CRS
+1,306.2%
-416.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.4% |
| 7D | +3.5% | -3.1% | +6.6% | +4.6% |
| 30D | -26.0% | -19.6% | -6.4% | -20.0% |
| 3M | -33.3% | -8.1% | -25.2% | -31.1% |
| 6M | -14.9% | +18.6% | -33.5% | -19.6% |
| YTD | -8.6% | +45.9% | -54.4% | -19.6% |
| 1Y | +12.3% | +82.5% | -70.2% | -9.0% |
| 3Y | +174.4% | +648.9% | -474.5% | +40.0% |
| 5Y | +296.4% | +1,438.1% | -1,141.7% | +53.1% |
| 10Y | +890.0% | +1,327.0% | -437.0% | +249.3% |
| All | +890.0% | +1,306.2% | -416.1% | +249.3% |
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 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