-79.1%
FIG vs CRL
+65.1%
-144.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -16.3% | -1.0% | -15.3% | -16.1% |
| 30D | -14.3% | +10.7% | -25.0% | -16.4% |
| 3M | +7.2% | +55.3% | -48.1% | -4.6% |
| 6M | -18.6% | +60.7% | -79.3% | -28.0% |
| YTD | -35.5% | +44.6% | -80.1% | -41.7% |
| 1Y | -55.8% | +77.7% | -133.5% | -61.9% |
| All | -79.1% | +65.1% | -144.2% | -82.5% |
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