+531.6%
FICO vs CRL
+400.8%
+130.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +0.9% |
| 7D | -0.1% | +4.4% | -4.4% | -2.1% |
| 30D | +8.4% | +17.1% | -8.7% | +0.5% |
| 3M | -30.5% | +32.1% | -62.6% | -39.0% |
| 6M | -35.7% | +98.9% | -134.7% | -53.0% |
| YTD | -57.2% | +77.1% | -134.3% | -67.6% |
| 1Y | -58.4% | +110.3% | -168.7% | -70.8% |
| 3Y | -24.8% | +108.5% | -133.3% | -53.1% |
| 5Y | +79.3% | -7.9% | +87.1% | +70.6% |
| 10Y | +531.6% | +368.9% | +162.7% | +130.0% |
| All | +531.6% | +400.8% | +130.8% | +130.0% |
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