+0.7%
FPS vs CRS
+35.8%
-35.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -3.7% |
| 7D | -4.6% | -4.1% | -0.5% | -0.9% |
| 30D | -22.6% | -16.6% | -6.0% | -8.1% |
| 3M | -45.1% | -14.3% | -30.8% | -36.1% |
| 6M | -17.8% | +11.6% | -29.4% | -27.0% |
| All | +0.7% | +35.8% | -35.1% | -31.3% |
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