+906.2%
FN vs CRL
+247.0%
+659.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -22.0% | +10.7% | -32.6% | -24.8% |
| 3M | -43.0% | +55.3% | -98.3% | -51.9% |
| 6M | -27.7% | +60.7% | -88.4% | -40.9% |
| YTD | -10.5% | +44.6% | -55.1% | -24.1% |
| 1Y | +12.5% | +77.7% | -65.3% | -12.7% |
| 3Y | +153.8% | +37.6% | +116.2% | +106.2% |
| 5Y | +288.0% | -35.8% | +323.8% | +313.5% |
| All | +906.2% | +247.0% | +659.2% | +369.4% |
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