+1,644.5%
CRH vs FE
+553.5%
+1,090.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -10.8% | -1.2% | -9.7% | -10.5% |
| 3M | -13.5% | +1.7% | -15.1% | -14.0% |
| 6M | -15.4% | -7.5% | -8.0% | -13.3% |
| YTD | -27.6% | +6.3% | -33.9% | -29.4% |
| 1Y | -18.4% | +10.9% | -29.3% | -21.6% |
| 3Y | +72.5% | +46.9% | +25.6% | +47.7% |
| 5Y | +99.2% | +47.6% | +51.6% | +69.2% |
| 10Y | +257.0% | +114.5% | +142.6% | +156.4% |
| All | +1,644.5% | +553.5% | +1,090.9% | +1,121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling