+71.6%
CRH vs FITB
+130.4%
-58.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | -9.3% | -5.7% | -3.6% | -6.8% |
| 3M | -15.2% | +3.2% | -18.4% | -16.5% |
| 6M | -14.2% | +23.4% | -37.6% | -22.2% |
| YTD | -28.3% | +18.8% | -47.0% | -34.2% |
| 1Y | -21.8% | +25.0% | -46.8% | -30.1% |
| 3Y | +71.6% | +131.2% | -59.6% | +33.6% |
| All | +71.6% | +130.4% | -58.8% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling