-23.7%
FPS vs CRS
-11.6%
-12.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +2.6% |
| 7D | +13.6% | +4.8% | +8.8% | +9.5% |
| 30D | -32.4% | -23.2% | -9.2% | -11.3% |
| 3M | -41.1% | -45.5% | +4.4% | +6.9% |
| 6M | -51.4% | -33.1% | -18.3% | -27.5% |
| All | -23.7% | -11.6% | -12.1% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling