-29.1%
FN vs CRL
+101.2%
-130.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.8% | +3.8% | +9.9% |
| 7D | 0.0% | -6.1% | +6.0% | +0.8% |
| 30D | -34.3% | +12.4% | -46.7% | -34.7% |
| 3M | -39.9% | +27.1% | -67.0% | -40.9% |
| 6M | -51.8% | +85.7% | -137.6% | -54.7% |
| YTD | -28.1% | +69.2% | -97.3% | -29.3% |
| 1Y | -29.1% | +97.5% | -126.6% | -35.3% |
| All | -29.1% | +101.2% | -130.3% | -35.3% |
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 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