+54.6%
FTI vs CRS
-3.8%
+58.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -9.7% | +4.3% | -14.0% | -10.4% |
| 30D | -8.2% | -25.5% | +17.3% | -3.7% |
| 3M | -7.8% | -48.7% | +40.9% | +2.4% |
| 6M | -13.4% | -31.6% | +18.2% | -7.5% |
| YTD | +45.1% | -7.0% | +52.1% | +45.2% |
| 1Y | +54.6% | -4.5% | +59.1% | +54.7% |
| All | +54.6% | -3.8% | +58.4% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling