+102.2%
FE vs CRL
+386.8%
-284.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -2.5% |
| 7D | -1.0% | -6.1% | +5.1% | -0.3% |
| 30D | +4.1% | +12.4% | -8.2% | +2.2% |
| 3M | -1.0% | +27.1% | -28.1% | -4.7% |
| 6M | +4.0% | +85.7% | -81.7% | -5.6% |
| YTD | +6.8% | +69.2% | -62.4% | -2.4% |
| 1Y | +5.3% | +97.5% | -92.2% | -6.3% |
| 3Y | +44.6% | +86.1% | -41.5% | +24.5% |
| 5Y | +44.2% | -10.0% | +54.3% | +44.2% |
| All | +102.2% | +386.8% | -284.6% | +44.0% |
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