+743.6%
FN vs CRL
+386.8%
+356.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.8% | +3.8% | +8.8% |
| 7D | 0.0% | -6.1% | +6.0% | +2.7% |
| 30D | -34.3% | +12.4% | -46.7% | -36.6% |
| 3M | -39.9% | +27.1% | -67.0% | -44.7% |
| 6M | -51.8% | +85.7% | -137.6% | -62.1% |
| YTD | -28.1% | +69.2% | -97.3% | -42.2% |
| 1Y | -29.1% | +97.5% | -126.6% | -46.3% |
| 3Y | +102.4% | +86.1% | +16.3% | +47.7% |
| 5Y | +171.7% | -10.0% | +181.7% | +155.3% |
| All | +743.6% | +386.8% | +356.8% | +257.3% |
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