-58.5%
FIG vs CRH
-20.2%
-38.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.7% |
| 7D | -3.8% | -6.1% | +2.2% | -3.2% |
| 30D | -2.3% | -9.3% | +7.0% | -1.3% |
| 3M | +20.0% | -15.2% | +35.2% | +21.1% |
| 6M | -16.7% | -14.2% | -2.5% | -18.5% |
| YTD | -37.9% | -28.3% | -9.7% | -34.5% |
| 1Y | -58.5% | -21.8% | -36.8% | -59.1% |
| All | -58.5% | -20.2% | -38.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling