+266.8%
FTI vs CRS
+620.4%
-353.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.2% |
| 7D | -5.6% | -4.1% | -1.5% | -4.5% |
| 30D | +0.4% | -16.6% | +17.0% | +5.7% |
| 3M | +8.1% | -14.3% | +22.4% | +12.3% |
| 6M | +16.7% | +11.6% | +5.1% | +10.7% |
| YTD | +70.0% | +42.6% | +27.4% | +48.2% |
| 1Y | +85.4% | +81.8% | +3.6% | +46.8% |
| All | +266.8% | +620.4% | -353.6% | +91.7% |
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 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