-56.3%
FIG vs CRL
+111.4%
-167.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.9% |
| 7D | -12.6% | +4.4% | -17.0% | -13.9% |
| 30D | -13.8% | +17.1% | -30.9% | -18.1% |
| 3M | -16.7% | +32.1% | -48.8% | -23.6% |
| 6M | -6.1% | +98.9% | -105.0% | -24.5% |
| YTD | -48.1% | +77.1% | -125.2% | -56.3% |
| All | -56.3% | +111.4% | -167.7% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling