+245.6%
CRH vs FANG
+182.5%
+63.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | +2.9% | -8.9% | -6.6% |
| 30D | -9.3% | +2.6% | -11.9% | -9.9% |
| 3M | -15.2% | +7.6% | -22.8% | -17.0% |
| 6M | -14.2% | +17.3% | -31.5% | -18.4% |
| YTD | -28.3% | +38.7% | -66.9% | -34.6% |
| 1Y | -21.8% | +51.6% | -73.4% | -30.4% |
| 3Y | +71.6% | +50.0% | +21.7% | +50.0% |
| 5Y | +96.6% | +237.6% | -140.9% | +36.6% |
| All | +245.6% | +182.5% | +63.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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