+541.4%
FICO vs CRL
+350.3%
+191.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +0.1% | +11.9% | -11.8% | -5.5% |
| 3M | -35.2% | +20.2% | -55.3% | -40.8% |
| 6M | -32.4% | +107.5% | -139.9% | -51.5% |
| YTD | -57.4% | +69.4% | -126.8% | -67.1% |
| 1Y | -58.5% | +99.7% | -158.3% | -70.3% |
| 3Y | -28.9% | +98.8% | -127.6% | -54.8% |
| 5Y | +91.7% | -12.4% | +104.1% | +86.6% |
| All | +541.4% | +350.3% | +191.1% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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