+508.9%
FE vs CRL
+1,379.5%
-870.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +1.9% | -1.0% | +3.0% | +2.1% |
| 30D | -1.2% | +10.7% | -11.8% | -2.6% |
| 3M | +3.5% | +55.3% | -51.8% | -3.0% |
| 6M | -6.1% | +60.7% | -66.7% | -12.9% |
| YTD | +7.6% | +44.6% | -37.0% | +0.9% |
| 1Y | +11.9% | +77.7% | -65.8% | +1.4% |
| 3Y | +48.4% | +37.6% | +10.8% | +35.3% |
| 5Y | +44.8% | -35.8% | +80.6% | +46.3% |
| 10Y | +115.9% | +241.7% | -125.9% | +62.9% |
| All | +508.9% | +1,379.5% | -870.6% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling