-9.2%
CRL vs FGI
-70.4%
+61.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -1.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.1% |
| 30D | +10.7% | +65.4% | -54.7% | +8.1% |
| 3M | +55.3% | +23.5% | +31.8% | +52.6% |
| 6M | +60.7% | +60.5% | +0.1% | +54.2% |
| YTD | +44.6% | +30.0% | +14.6% | +39.7% |
| 1Y | +77.7% | +82.1% | -4.3% | +65.0% |
| 3Y | +37.6% | -4.4% | +42.0% | +28.0% |
| All | -9.2% | -70.4% | +61.1% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling