-80.8%
FIG vs CRH
-7.0%
-73.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | -12.2% | -4.8% | -7.5% | -12.3% |
| 30D | -11.0% | -13.1% | +2.1% | -11.4% |
| 3M | +11.9% | -12.0% | +23.8% | +10.8% |
| 6M | -21.9% | -16.9% | -5.0% | -24.1% |
| YTD | -40.8% | -29.0% | -11.8% | -41.9% |
| 1Y | -56.6% | -20.3% | -36.3% | -56.5% |
| All | -80.8% | -7.0% | -73.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling