+111.6%
CRL vs FIGR
-29.9%
+141.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | +0.1% | +11.0% | -10.8% | -0.6% |
| 30D | +11.9% | +0.7% | +11.2% | +11.6% |
| 3M | +20.2% | -20.9% | +41.0% | +21.2% |
| 6M | +107.5% | -37.7% | +145.3% | +111.5% |
| YTD | +69.4% | -38.2% | +107.7% | +73.6% |
| 1Y | +99.7% | -27.1% | +126.8% | +104.3% |
| All | +111.6% | -29.9% | +141.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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