+356.6%
CRL vs FDS
+129.2%
+227.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -2.3% |
| 7D | +5.0% | -2.1% | +7.2% | +5.9% |
| 30D | +13.5% | +16.0% | -2.5% | +4.1% |
| 3M | +21.5% | +18.8% | +2.7% | +8.6% |
| 6M | +103.4% | +54.1% | +49.3% | +52.5% |
| YTD | +71.8% | +17.0% | +54.8% | +49.6% |
| 1Y | +97.5% | +25.5% | +72.0% | +63.8% |
| 3Y | +99.2% | -23.3% | +122.6% | +122.2% |
| 5Y | -12.1% | -22.6% | +10.5% | -3.8% |
| All | +356.6% | +129.2% | +227.4% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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