+108.2%
CRH vs FGI
-66.8%
+175.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.0% |
| 7D | -6.1% | +12.1% | -18.2% | -6.1% |
| 30D | -9.3% | +75.7% | -85.0% | -10.2% |
| 3M | -15.2% | +31.7% | -46.9% | -15.8% |
| 6M | -14.2% | +111.5% | -125.7% | -15.7% |
| YTD | -28.3% | +45.8% | -74.0% | -29.3% |
| 1Y | -21.8% | +112.5% | -134.3% | -23.8% |
| 3Y | +71.6% | +8.5% | +63.1% | +68.9% |
| All | +108.2% | -66.8% | +175.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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