+3,689.8%
FN vs CRS
+1,637.4%
+2,052.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -22.0% | -16.6% | -5.4% | -16.5% |
| 3M | -43.0% | -3.5% | -39.5% | -42.1% |
| 6M | -27.7% | +15.4% | -43.2% | -31.2% |
| YTD | -10.5% | +51.2% | -61.7% | -22.9% |
| 1Y | +12.5% | +98.3% | -85.8% | -12.7% |
| 3Y | +153.8% | +651.5% | -497.7% | +21.7% |
| 5Y | +288.0% | +1,411.1% | -1,123.1% | +37.6% |
| 10Y | +906.4% | +1,424.3% | -517.9% | +197.9% |
| All | +3,689.8% | +1,637.4% | +2,052.3% | +905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling