+76.9%
FICO vs CRL
-10.4%
+87.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.3% |
| 7D | -0.9% | -6.1% | +5.2% | +0.4% |
| 30D | +3.3% | +12.4% | -9.1% | -0.4% |
| 3M | -31.7% | +27.1% | -58.8% | -36.4% |
| 6M | -34.0% | +85.7% | -119.7% | -44.7% |
| YTD | -58.3% | +69.2% | -127.5% | -64.5% |
| 1Y | -57.9% | +97.5% | -155.5% | -65.6% |
| 3Y | -24.1% | +86.1% | -110.2% | -40.7% |
| All | +76.9% | -10.4% | +87.3% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling