+79.3%
FICO vs CRL
-6.0%
+85.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.6% |
| 7D | -0.1% | +4.4% | -4.4% | -1.3% |
| 30D | +8.4% | +17.1% | -8.7% | +3.5% |
| 3M | -30.5% | +32.1% | -62.6% | -35.9% |
| 6M | -35.7% | +98.9% | -134.7% | -47.1% |
| YTD | -57.2% | +77.1% | -134.3% | -63.9% |
| 1Y | -58.4% | +110.3% | -168.7% | -66.5% |
| 3Y | -24.8% | +108.5% | -133.3% | -43.4% |
| 5Y | +79.3% | -7.9% | +87.1% | +63.7% |
| All | +79.3% | -6.0% | +85.3% | +63.7% |
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