+2,102.5%
FTI vs CRS
+4,677.2%
-2,574.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | +5.0% | -18.1% | +23.1% | +15.1% |
| 3M | +13.8% | -12.4% | +26.3% | +19.8% |
| 6M | +22.9% | +15.9% | +7.0% | +10.8% |
| YTD | +75.0% | +45.8% | +29.2% | +39.9% |
| 1Y | +96.9% | +87.8% | +9.1% | +36.5% |
| 3Y | +276.7% | +648.7% | -372.0% | +22.4% |
| 5Y | +1,157.0% | +1,416.6% | -259.6% | +167.9% |
| 10Y | +310.7% | +1,412.7% | -1,102.0% | -21.3% |
| All | +2,102.5% | +4,677.2% | -2,574.7% | +151.1% |
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