-32.8%
FPS vs CRL
+68.2%
-101.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.8% | -0.9% | +4.3% |
| 7D | -24.5% | -6.1% | -18.4% | -23.0% |
| 30D | -52.1% | +12.4% | -64.5% | -52.1% |
| 3M | -48.4% | +27.1% | -75.5% | -49.2% |
| 6M | -54.4% | +85.7% | -140.1% | -58.0% |
| All | -32.8% | +68.2% | -101.0% | -36.7% |
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