+7.8%
CRL vs FGI
-68.3%
+76.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.0% |
| 7D | +5.0% | +6.9% | -1.8% | +4.9% |
| 30D | +13.5% | +3.9% | +9.6% | +13.4% |
| 3M | +21.5% | +74.3% | -52.8% | +18.5% |
| 6M | +103.4% | +28.9% | +74.5% | +99.3% |
| YTD | +71.8% | +39.1% | +32.7% | +65.6% |
| 1Y | +97.5% | +49.3% | +48.2% | +88.8% |
| 3Y | +99.2% | +5.7% | +93.5% | +84.5% |
| All | +7.8% | -68.3% | +76.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling