-14.6%
CRH vs FIVE
+66.7%
-81.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.4% |
| 7D | -1.7% | +4.3% | -5.9% | -2.5% |
| 30D | -5.4% | +12.5% | -17.9% | -7.6% |
| 3M | -11.2% | +31.2% | -42.4% | -16.0% |
| 6M | -15.8% | +14.4% | -30.2% | -18.5% |
| YTD | -23.6% | +33.9% | -57.5% | -29.0% |
| 1Y | -14.6% | +65.1% | -79.7% | -24.3% |
| All | -14.6% | +66.7% | -81.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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