-21.8%
CRH vs FIVE
+66.5%
-88.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -6.1% | -3.0% | -3.0% | -5.5% |
| 30D | -9.3% | +2.7% | -12.0% | -9.8% |
| 3M | -15.2% | +21.1% | -36.3% | -18.4% |
| 6M | -14.2% | +11.9% | -26.1% | -16.6% |
| YTD | -28.3% | +29.9% | -58.1% | -33.0% |
| 1Y | -21.8% | +67.8% | -89.6% | -31.1% |
| All | -21.8% | +66.5% | -88.3% | -31.1% |
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