+94.1%
CRH vs FIS
-64.9%
+159.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -6.1% | -7.9% | +1.8% | -3.9% |
| 30D | -9.3% | -8.0% | -1.3% | -7.2% |
| 3M | -15.2% | +0.6% | -15.8% | -15.7% |
| 6M | -14.2% | -22.2% | +8.0% | -8.7% |
| YTD | -28.3% | -40.8% | +12.5% | -17.3% |
| 1Y | -21.8% | -41.5% | +19.7% | -9.7% |
| 3Y | +71.6% | -25.5% | +97.1% | +82.8% |
| All | +94.1% | -64.9% | +159.1% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 5y: compounded portfolio wealth divided by compounded FIS 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…
5y analysis · Full analysis span regression · 6 months rolling