+73.3%
CRL vs FDS
-20.8%
+94.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.7% |
| 7D | -0.6% | -5.4% | +4.8% | +0.7% |
| 30D | +5.0% | +1.6% | +3.4% | +4.5% |
| 3M | +50.6% | +17.7% | +32.8% | +44.7% |
| 6M | +60.9% | +29.1% | +31.9% | +50.5% |
| YTD | +40.7% | +1.0% | +39.8% | +39.3% |
| 1Y | +73.3% | -21.6% | +94.9% | +76.8% |
| All | +73.3% | -20.8% | +94.1% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling