-61.0%
FND vs CRL
-37.4%
-23.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.4% |
| 7D | +0.4% | -0.6% | +0.9% | +0.6% |
| 30D | -23.6% | +5.0% | -28.5% | -25.3% |
| 3M | +4.3% | +50.6% | -46.3% | -13.7% |
| 6M | -20.3% | +60.9% | -81.2% | -36.9% |
| YTD | -21.3% | +40.7% | -62.0% | -34.2% |
| 1Y | -45.4% | +73.3% | -118.7% | -58.8% |
| 3Y | -48.9% | +40.6% | -89.4% | -60.1% |
| 5Y | -61.0% | -37.0% | -24.0% | -57.2% |
| All | -61.0% | -37.4% | -23.6% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling