+46.3%
FE vs CRL
-10.4%
+56.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -1.8% |
| 7D | -1.0% | -6.1% | +5.1% | -0.8% |
| 30D | +4.1% | +12.4% | -8.2% | +3.4% |
| 3M | -1.0% | +27.1% | -28.1% | -2.5% |
| 6M | +4.0% | +85.7% | -81.7% | +0.1% |
| YTD | +6.8% | +69.2% | -62.4% | +3.1% |
| 1Y | +5.3% | +97.5% | -92.2% | +0.5% |
| 3Y | +44.6% | +86.1% | -41.5% | +35.5% |
| All | +46.3% | -10.4% | +56.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling