+602.8%
FICO vs CRL
+247.0%
+355.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -15.0% | -16.0% |
| 7D | -19.2% | -1.0% | -18.2% | -18.7% |
| 30D | -14.6% | +10.7% | -25.2% | -18.1% |
| 3M | -20.1% | +55.3% | -75.4% | -33.8% |
| 6M | -36.3% | +60.7% | -97.0% | -48.7% |
| YTD | -44.9% | +44.6% | -89.5% | -53.8% |
| 1Y | -38.6% | +77.7% | -116.4% | -53.4% |
| 3Y | +4.0% | +37.6% | -33.6% | -19.7% |
| 5Y | +99.5% | -35.8% | +135.4% | +130.6% |
| All | +602.8% | +247.0% | +355.8% | +187.3% |
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