+245.6%
CRH vs FE
+114.2%
+131.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -1.4% | -4.7% | -5.6% |
| 30D | -9.3% | -1.9% | -7.4% | -8.7% |
| 3M | -15.2% | -0.2% | -15.0% | -15.2% |
| 6M | -14.2% | -7.1% | -7.1% | -12.3% |
| YTD | -28.3% | +6.1% | -34.4% | -29.9% |
| 1Y | -21.8% | +10.1% | -31.9% | -24.5% |
| 3Y | +71.6% | +46.9% | +24.8% | +47.4% |
| 5Y | +96.6% | +50.0% | +46.6% | +66.7% |
| All | +245.6% | +114.2% | +131.4% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling