+245.6%
CRH vs FICO
+671.2%
-425.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | -6.1% | +5.7% | -11.8% | -7.7% |
| 30D | -9.3% | -5.6% | -3.6% | -8.6% |
| 3M | -15.2% | -16.9% | +1.7% | -12.0% |
| 6M | -14.2% | -15.4% | +1.2% | -13.3% |
| YTD | -28.3% | -41.7% | +13.5% | -18.0% |
| 1Y | -21.8% | -38.3% | +16.5% | -13.9% |
| 3Y | +71.6% | +8.9% | +62.7% | +43.2% |
| 5Y | +96.6% | +118.3% | -21.7% | +18.0% |
| All | +245.6% | +671.2% | -425.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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