-16.0%
FND vs CRL
+101.9%
-117.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.4% | +5.0% | -9.4% | -5.8% |
| 30D | +14.5% | +13.5% | +1.0% | +7.9% |
| 3M | -15.6% | +21.5% | -37.1% | -22.8% |
| 6M | +4.7% | +103.4% | -98.7% | -23.0% |
| YTD | -16.1% | +71.8% | -87.9% | -34.8% |
| 1Y | -16.0% | +97.5% | -113.5% | -41.5% |
| All | -16.0% | +101.9% | -117.9% | -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 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