+99.2%
CRH vs FICO
+112.3%
-13.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.6% |
| 7D | -3.6% | -10.6% | +7.0% | -1.7% |
| 30D | -10.8% | -6.3% | -4.5% | -10.2% |
| 3M | -13.5% | -19.7% | +6.3% | -10.3% |
| 6M | -15.4% | -31.8% | +16.4% | -9.5% |
| YTD | -27.6% | -41.8% | +14.2% | -19.2% |
| 1Y | -18.4% | -36.4% | +18.0% | -12.5% |
| 3Y | +72.5% | +9.3% | +63.2% | +47.3% |
| 5Y | +99.2% | +113.0% | -13.8% | +37.3% |
| All | +99.2% | +112.3% | -13.1% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling