+245.6%
CRH vs FIVE
+491.7%
-246.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -6.1% | -3.0% | -3.0% | -5.3% |
| 30D | -9.3% | +2.7% | -12.0% | -10.0% |
| 3M | -15.2% | +21.1% | -36.3% | -19.7% |
| 6M | -14.2% | +11.9% | -26.1% | -17.8% |
| YTD | -28.3% | +29.9% | -58.1% | -34.0% |
| 1Y | -21.8% | +67.8% | -89.6% | -33.1% |
| 3Y | +71.6% | +52.8% | +18.8% | +40.2% |
| 5Y | +96.6% | +31.3% | +65.3% | +61.2% |
| All | +245.6% | +491.7% | -246.1% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling