+81.3%
FN vs CRL
+72.9%
+8.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.1% | -10.2% | -13.0% |
| 7D | -16.0% | -16.8% | +0.8% | -11.1% |
| 30D | -40.1% | +2.6% | -42.8% | -40.2% |
| 3M | -43.9% | +20.1% | -64.0% | -46.6% |
| 6M | -55.6% | +68.8% | -124.5% | -62.4% |
| YTD | -35.7% | +56.9% | -92.6% | -44.5% |
| 1Y | -39.8% | +86.7% | -126.5% | -51.3% |
| All | +81.3% | +72.9% | +8.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling