+245.6%
CRH vs FFIV
+249.4%
-3.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.4% |
| 7D | -6.1% | +5.4% | -11.5% | -8.2% |
| 30D | -9.3% | -2.7% | -6.6% | -8.5% |
| 3M | -15.2% | +4.5% | -19.7% | -17.6% |
| 6M | -14.2% | +42.2% | -56.4% | -28.2% |
| YTD | -28.3% | +61.3% | -89.5% | -43.7% |
| 1Y | -21.8% | +23.0% | -44.8% | -30.9% |
| 3Y | +71.6% | +156.3% | -84.6% | +6.2% |
| 5Y | +96.6% | +102.9% | -6.2% | +31.6% |
| All | +245.6% | +249.4% | -3.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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