+538.9%
FICO vs CRL
+354.1%
+184.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.4% | +8.9% | -7.5% | -2.2% |
| 30D | -0.8% | +14.0% | -14.8% | -7.0% |
| 3M | -31.3% | +19.8% | -51.1% | -37.2% |
| 6M | -33.9% | +102.0% | -136.0% | -52.1% |
| YTD | -57.6% | +70.8% | -128.4% | -67.4% |
| 1Y | -59.7% | +98.7% | -158.4% | -71.0% |
| 3Y | -28.0% | +98.2% | -126.2% | -54.1% |
| 5Y | +91.0% | -11.7% | +102.6% | +85.2% |
| All | +538.9% | +354.1% | +184.8% | +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