+71.6%
CRH vs FDS
-37.4%
+109.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -6.1% | -14.0% | +7.9% | -4.1% |
| 30D | -9.3% | -6.2% | -3.0% | -8.5% |
| 3M | -15.2% | +10.2% | -25.4% | -16.3% |
| 6M | -14.2% | +27.4% | -41.7% | -18.3% |
| YTD | -28.3% | -9.3% | -19.0% | -26.1% |
| 1Y | -21.8% | -28.6% | +6.9% | -12.0% |
| 3Y | +71.6% | -36.8% | +108.4% | +95.0% |
| All | +71.6% | -37.4% | +109.0% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling