+8.8%
CRL vs FGI
-70.0%
+78.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.7% | -4.1% | +2.4% | -1.6% |
| 30D | +14.6% | -3.4% | +17.9% | +14.6% |
| 3M | +24.8% | +61.8% | -36.9% | +21.9% |
| 6M | +94.7% | +17.0% | +77.7% | +91.2% |
| YTD | +73.4% | +31.4% | +41.9% | +67.3% |
| 1Y | +104.7% | +42.7% | +62.0% | +95.8% |
| 3Y | +101.1% | -0.1% | +101.2% | +86.4% |
| All | +8.8% | -70.0% | +78.8% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling