+86.1%
CRL vs FDS
-23.2%
+109.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.7% | +11.5% | +8.9% |
| 7D | -6.1% | -0.5% | -5.6% | -6.3% |
| 30D | +12.4% | +20.2% | -7.8% | +5.1% |
| 3M | +27.1% | +19.9% | +7.3% | +18.2% |
| 6M | +85.7% | +56.2% | +29.6% | +52.8% |
| YTD | +69.2% | +14.6% | +54.6% | +60.6% |
| 1Y | +97.5% | +31.6% | +65.9% | +73.1% |
| 3Y | +86.1% | -23.8% | +109.9% | +116.7% |
| All | +86.1% | -23.2% | +109.3% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling