+120.9%
FE vs CRL
+353.6%
-232.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +4.3% | +14.6% | -10.3% | +2.1% |
| 3M | +0.4% | +24.8% | -24.4% | -3.1% |
| 6M | +6.9% | +94.7% | -87.7% | -3.6% |
| YTD | +8.0% | +73.4% | -65.3% | -1.7% |
| 1Y | +4.8% | +104.7% | -99.8% | -7.3% |
| 3Y | +49.0% | +101.1% | -52.1% | +26.1% |
| 5Y | +46.2% | -10.8% | +57.0% | +47.2% |
| 10Y | +120.9% | +358.8% | -237.9% | +49.6% |
| All | +120.9% | +353.6% | -232.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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