+244.3%
CRL vs FDS
+77.6%
+166.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -0.4% |
| 7D | -0.6% | -5.4% | +4.8% | +2.4% |
| 30D | +5.0% | +1.6% | +3.4% | +3.7% |
| 3M | +50.6% | +17.7% | +32.8% | +34.9% |
| 6M | +60.9% | +29.1% | +31.9% | +34.1% |
| YTD | +40.7% | +1.0% | +39.8% | +34.8% |
| 1Y | +73.3% | -21.6% | +94.9% | +91.7% |
| 3Y | +40.6% | -30.1% | +70.7% | +66.1% |
| 5Y | -37.0% | -20.7% | -16.2% | -32.0% |
| 10Y | +244.3% | +78.3% | +166.0% | +138.1% |
| All | +244.3% | +77.6% | +166.7% | +138.1% |
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