+4.7%
FE vs CRL
+101.9%
-97.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -0.2% |
| 7D | 0.0% | -6.1% | +6.1% | -0.2% |
| 30D | +5.2% | +12.4% | -7.2% | +5.5% |
| 3M | 0.0% | +27.1% | -27.1% | +0.6% |
| 6M | +5.0% | +85.7% | -80.7% | +6.8% |
| YTD | +7.9% | +69.2% | -61.3% | +8.8% |
| All | +4.7% | +101.9% | -97.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling