+2,625.3%
FN vs CRL
+799.5%
+1,825.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.1% | -10.2% | -12.7% |
| 7D | -16.0% | -16.8% | +0.8% | -9.5% |
| 30D | -40.1% | +2.6% | -42.8% | -40.5% |
| 3M | -43.9% | +20.1% | -64.0% | -47.8% |
| 6M | -55.6% | +68.8% | -124.5% | -64.6% |
| YTD | -35.7% | +56.9% | -92.6% | -47.9% |
| 1Y | -39.8% | +86.7% | -126.5% | -54.7% |
| 3Y | +80.3% | +72.1% | +8.2% | +31.4% |
| 5Y | +143.3% | -16.6% | +159.9% | +131.3% |
| 10Y | +682.3% | +359.0% | +323.3% | +205.5% |
| All | +2,625.3% | +799.5% | +1,825.8% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling