+71.6%
CRH vs FFIV
+155.7%
-84.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.1% |
| 7D | -6.1% | +5.4% | -11.5% | -7.7% |
| 30D | -9.3% | -2.7% | -6.6% | -8.6% |
| 3M | -15.2% | +4.5% | -19.7% | -17.2% |
| 6M | -14.2% | +42.2% | -56.4% | -26.6% |
| YTD | -28.3% | +61.3% | -89.5% | -42.3% |
| 1Y | -21.8% | +23.0% | -44.8% | -28.9% |
| 3Y | +71.6% | +156.3% | -84.6% | +11.4% |
| All | +71.6% | +155.7% | -84.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling