+5,705.1%
FICO vs CRL
+1,505.2%
+4,199.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.4% |
| 7D | -0.3% | -16.8% | +16.5% | +6.2% |
| 30D | +1.7% | +2.6% | -0.9% | -0.1% |
| 3M | -35.2% | +20.1% | -55.3% | -40.2% |
| 6M | -33.7% | +68.8% | -102.5% | -46.4% |
| YTD | -58.2% | +56.9% | -115.1% | -65.7% |
| 1Y | -56.6% | +86.7% | -143.2% | -66.7% |
| 3Y | -24.0% | +72.1% | -96.0% | -44.7% |
| 5Y | +86.1% | -16.6% | +102.6% | +72.8% |
| 10Y | +522.8% | +359.0% | +163.8% | +207.3% |
| All | +5,705.1% | +1,505.2% | +4,199.9% | +1,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling