+48.5%
FND vs CRL
+214.1%
-165.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | -0.8% | -4.6% | +3.8% | +1.8% |
| 30D | -19.6% | +0.5% | -20.1% | -19.9% |
| 3M | -4.3% | +46.6% | -51.0% | -22.9% |
| 6M | -20.4% | +57.3% | -77.7% | -39.4% |
| YTD | -21.9% | +39.5% | -61.4% | -37.0% |
| 1Y | -45.2% | +76.9% | -122.1% | -61.7% |
| 3Y | -49.2% | +39.4% | -88.6% | -63.0% |
| 5Y | -61.8% | -37.2% | -24.6% | -54.4% |
| All | +48.5% | +214.1% | -165.7% | -41.5% |
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