+6,442.4%
CRH vs FICO
+104,095.6%
-97,653.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -16.7% | +19.1% | +5.4% |
| 7D | -1.7% | -19.2% | +17.5% | +1.8% |
| 30D | -5.4% | -14.6% | +9.2% | -3.1% |
| 3M | -11.2% | -20.1% | +8.9% | -8.5% |
| 6M | -15.8% | -36.3% | +20.5% | -10.6% |
| YTD | -23.6% | -44.9% | +21.2% | -16.9% |
| 1Y | -14.6% | -38.6% | +24.0% | -9.6% |
| 3Y | +74.3% | +4.0% | +70.3% | +64.8% |
| 5Y | +103.7% | +99.5% | +4.2% | +68.7% |
| 10Y | +261.4% | +604.7% | -343.2% | +142.2% |
| All | +6,442.4% | +104,095.6% | -97,653.2% | +3,051.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling