+794.1%
FN vs CRL
+353.6%
+440.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.6% | -4.0% |
| 7D | -4.1% | -1.7% | -2.4% | -3.0% |
| 30D | -28.3% | +14.6% | -42.9% | -31.2% |
| 3M | -33.9% | +24.8% | -58.7% | -38.7% |
| 6M | -43.9% | +94.7% | -138.6% | -56.6% |
| YTD | -23.4% | +73.4% | -96.8% | -38.9% |
| 1Y | -25.4% | +104.7% | -130.1% | -44.2% |
| 3Y | +107.9% | +101.1% | +6.8% | +47.4% |
| 5Y | +195.1% | -10.8% | +205.9% | +179.5% |
| 10Y | +794.1% | +358.8% | +435.3% | +269.4% |
| All | +794.1% | +353.6% | +440.5% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling