+72.6%
CRL vs FGI
+2.3%
+70.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -16.8% | -11.6% | -5.2% | -16.7% |
| 30D | +2.6% | -3.3% | +5.9% | +2.7% |
| 3M | +20.1% | +65.6% | -45.5% | +18.6% |
| 6M | +68.8% | -2.8% | +71.6% | +67.7% |
| YTD | +56.9% | +30.1% | +26.8% | +54.2% |
| 1Y | +86.7% | +50.2% | +36.5% | +82.6% |
| All | +72.6% | +2.3% | +70.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling