-22.6%
FPS vs CRL
+62.6%
-85.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -10.0% | -15.2% |
| 7D | -23.3% | -12.8% | -10.6% | -20.4% |
| 30D | -42.4% | +5.0% | -47.4% | -41.6% |
| 3M | -43.0% | +39.4% | -82.4% | -44.3% |
| 6M | -44.5% | +89.4% | -133.8% | -49.4% |
| All | -22.6% | +62.6% | -85.2% | -26.4% |
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