-35.8%
CRL vs FDS
-17.4%
-18.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | -0.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.2% |
| 30D | +10.7% | +9.0% | +1.6% | +6.0% |
| 3M | +55.3% | +18.9% | +36.4% | +41.1% |
| 6M | +60.7% | +35.1% | +25.5% | +34.4% |
| YTD | +44.6% | +5.5% | +39.1% | +39.0% |
| 1Y | +77.7% | -16.8% | +94.6% | +96.6% |
| 3Y | +37.6% | -28.1% | +65.7% | +65.9% |
| All | -35.8% | -17.4% | -18.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling