-14.8%
CRH vs FITB
+36.9%
-51.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +4.8% |
| 7D | +14.2% | +2.3% | +11.8% | +12.9% |
| 30D | +19.5% | +7.7% | +11.8% | +15.1% |
| 3M | +0.4% | -4.5% | +4.9% | +2.4% |
| 6M | -10.1% | +12.5% | -22.6% | -15.7% |
| YTD | -19.9% | +19.8% | -39.7% | -28.0% |
| 1Y | -14.8% | +34.1% | -49.0% | -27.6% |
| All | -14.8% | +36.9% | -51.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling