+596.9%
CRH vs FIVE
+875.3%
-278.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | -0.6% | +3.7% | -4.3% | -1.5% |
| 30D | -9.5% | +4.0% | -13.4% | -10.4% |
| 3M | -10.4% | +36.2% | -46.6% | -17.1% |
| 6M | -14.2% | +18.0% | -32.2% | -18.5% |
| YTD | -26.6% | +34.9% | -61.5% | -32.5% |
| 1Y | -18.2% | +67.9% | -86.1% | -29.0% |
| 3Y | +74.9% | +57.3% | +17.6% | +44.8% |
| 5Y | +101.7% | +39.5% | +62.2% | +66.4% |
| 10Y | +249.4% | +496.4% | -247.0% | +103.1% |
| All | +596.9% | +875.3% | -278.5% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling