-25.7%
FN vs CRL
+85.3%
-111.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.3% | -4.9% |
| 7D | -7.0% | -12.8% | +5.8% | -5.4% |
| 30D | -24.7% | +5.0% | -29.7% | -24.3% |
| 3M | -35.7% | +39.4% | -75.0% | -36.6% |
| 6M | -52.4% | +89.4% | -141.8% | -54.9% |
| YTD | -25.0% | +63.6% | -88.5% | -24.7% |
| 1Y | -25.7% | +83.5% | -109.1% | -25.9% |
| All | -25.7% | +85.3% | -111.0% | -25.9% |
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