+6.3%
CRL vs FGI
-74.8%
+81.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.3% | -0.4% |
| 7D | +0.1% | -14.4% | +14.5% | +0.4% |
| 30D | +11.9% | -11.8% | +23.7% | +12.1% |
| 3M | +20.2% | -46.2% | +66.4% | +21.3% |
| 6M | +107.5% | +5.2% | +102.4% | +104.0% |
| YTD | +69.4% | +10.5% | +58.9% | +63.9% |
| 1Y | +99.7% | +25.5% | +74.2% | +91.3% |
| 3Y | +98.8% | -16.0% | +114.8% | +84.7% |
| All | +6.3% | -74.8% | +81.1% | +2.5% |
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