-24.1%
FICO vs CRL
+86.4%
-110.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.8% |
| 7D | -0.9% | -6.1% | +5.2% | +0.1% |
| 30D | +3.3% | +12.4% | -9.1% | +0.5% |
| 3M | -31.7% | +27.1% | -58.8% | -35.4% |
| 6M | -34.0% | +85.7% | -119.7% | -42.4% |
| YTD | -58.3% | +69.2% | -127.5% | -63.2% |
| 1Y | -57.9% | +97.5% | -155.5% | -63.8% |
| 3Y | -24.1% | +86.1% | -110.2% | -31.9% |
| All | -24.1% | +86.4% | -110.5% | -31.9% |
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 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