+71.6%
CRH vs FLR
+54.2%
+17.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -6.1% | -3.5% | -2.6% | -5.3% |
| 30D | -9.3% | +4.2% | -13.4% | -10.3% |
| 3M | -15.2% | +8.1% | -23.3% | -17.4% |
| 6M | -14.2% | +21.5% | -35.7% | -19.5% |
| YTD | -28.3% | +36.8% | -65.0% | -34.7% |
| 1Y | -21.8% | +31.2% | -53.0% | -28.5% |
| 3Y | +71.6% | +53.9% | +17.7% | +40.0% |
| All | +71.6% | +54.2% | +17.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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