+56.7%
FND vs CRL
+225.6%
-168.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | -5.2% | -1.0% | -4.2% | -4.7% |
| 30D | -19.9% | +10.7% | -30.5% | -24.4% |
| 3M | +2.7% | +55.3% | -52.6% | -19.7% |
| 6M | -21.7% | +60.7% | -82.3% | -41.0% |
| YTD | -17.5% | +44.6% | -62.1% | -34.8% |
| 1Y | -39.3% | +77.7% | -117.0% | -57.7% |
| 3Y | -49.8% | +37.6% | -87.4% | -62.9% |
| 5Y | -60.1% | -35.8% | -24.3% | -52.8% |
| All | +56.7% | +225.6% | -168.9% | -39.5% |
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 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