+51.5%
FE vs CRL
+38.0%
+13.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +1.9% | -1.0% | +3.0% | +2.0% |
| 30D | -1.2% | +10.7% | -11.8% | -1.4% |
| 3M | +3.5% | +55.3% | -51.8% | +2.4% |
| 6M | -6.1% | +60.7% | -66.7% | -7.3% |
| YTD | +7.6% | +44.6% | -37.0% | +6.5% |
| 1Y | +11.9% | +77.7% | -65.8% | +9.7% |
| All | +51.5% | +38.0% | +13.5% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling