+541.1%
FICO vs CRL
+362.2%
+178.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | +9.4% | +14.6% | -5.1% | +2.4% |
| 3M | -30.4% | +24.8% | -55.2% | -37.5% |
| 6M | -35.1% | +94.7% | -129.8% | -52.2% |
| YTD | -56.8% | +73.4% | -130.1% | -67.0% |
| 1Y | -58.4% | +104.7% | -163.1% | -70.5% |
| 3Y | -26.7% | +101.1% | -127.8% | -53.5% |
| 5Y | +88.0% | -10.8% | +98.8% | +81.8% |
| All | +541.1% | +362.2% | +178.9% | +134.9% |
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