-59.7%
FICO vs CRL
+97.0%
-156.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.4% | +8.9% | -7.5% | -0.6% |
| 30D | -0.8% | +14.0% | -14.8% | -4.9% |
| 3M | -31.3% | +19.8% | -51.1% | -35.3% |
| 6M | -33.9% | +102.0% | -136.0% | -47.1% |
| YTD | -57.6% | +70.8% | -128.4% | -64.0% |
| 1Y | -59.7% | +98.7% | -158.4% | -66.5% |
| All | -59.7% | +97.0% | -156.6% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling