-80.3%
FIG vs CRL
+60.7%
-141.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -5.0% |
| 7D | -16.4% | -0.6% | -15.8% | -16.2% |
| 30D | -2.3% | +5.0% | -7.3% | -3.4% |
| 3M | +7.8% | +50.6% | -42.8% | -3.2% |
| 6M | -21.8% | +60.9% | -82.8% | -31.0% |
| YTD | -39.1% | +40.7% | -79.9% | -44.6% |
| 1Y | -56.6% | +73.3% | -130.0% | -62.4% |
| All | -80.3% | +60.7% | -141.0% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling