+986.1%
CRH vs FIS
+336.3%
+649.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | -4.8% | -8.9% | +4.1% | -1.0% |
| 30D | -13.1% | -9.9% | -3.2% | -9.4% |
| 3M | -12.0% | 0.0% | -11.9% | -12.6% |
| 6M | -16.9% | -22.9% | +6.0% | -8.8% |
| YTD | -29.0% | -40.9% | +11.9% | -12.9% |
| 1Y | -20.3% | -40.4% | +20.1% | -3.0% |
| 3Y | +69.2% | -25.4% | +94.6% | +82.7% |
| 5Y | +94.6% | -64.8% | +159.5% | +176.6% |
| 10Y | +250.3% | -40.2% | +290.5% | +288.6% |
| All | +986.1% | +336.3% | +649.8% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling