-23.8%
FICO vs CRL
+72.9%
-96.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.7% |
| 7D | -0.3% | -16.8% | +16.5% | +3.1% |
| 30D | +1.7% | +2.6% | -0.9% | +0.6% |
| 3M | -35.2% | +20.1% | -55.3% | -38.0% |
| 6M | -33.7% | +68.8% | -102.5% | -41.0% |
| YTD | -58.2% | +56.9% | -115.1% | -62.5% |
| 1Y | -56.6% | +86.7% | -143.2% | -62.3% |
| All | -23.8% | +72.9% | -96.6% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling