+173.5%
FN vs CRS
+772.4%
-598.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.9% | +11.7% |
| 7D | 0.0% | -1.7% | +1.6% | +1.0% |
| 30D | -34.3% | -28.8% | -5.5% | -25.0% |
| 3M | -39.9% | -50.0% | +10.1% | -21.0% |
| 6M | -51.8% | -39.2% | -12.6% | -41.2% |
| YTD | -28.1% | -11.4% | -16.7% | -23.7% |
| 1Y | -29.1% | -11.7% | -17.4% | -24.5% |
| 3Y | +102.4% | +319.6% | -217.2% | +32.7% |
| All | +173.5% | +772.4% | -598.9% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling