+122.7%
FE vs CRL
+358.0%
-235.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | +5.0% | -5.4% | -1.1% |
| 30D | +3.6% | +13.5% | -9.9% | +1.5% |
| 3M | +0.3% | +21.5% | -21.2% | -2.8% |
| 6M | +6.4% | +103.4% | -97.0% | -4.7% |
| YTD | +8.1% | +71.8% | -63.7% | -1.5% |
| 1Y | +4.6% | +97.5% | -92.9% | -6.9% |
| 3Y | +49.1% | +99.2% | -50.1% | +26.4% |
| 5Y | +46.1% | -12.1% | +58.3% | +47.5% |
| 10Y | +122.7% | +359.2% | -236.5% | +51.4% |
| All | +122.7% | +358.0% | -235.3% | +51.4% |
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