+71.6%
CRH vs FLUT
-42.2%
+113.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -9.3% | +2.5% | -11.8% | -10.0% |
| 3M | -15.2% | -9.2% | -5.9% | -13.8% |
| 6M | -14.2% | -8.2% | -6.0% | -13.5% |
| YTD | -28.3% | -53.2% | +25.0% | -13.4% |
| 1Y | -21.8% | -65.6% | +43.8% | +2.3% |
| 3Y | +71.6% | -43.6% | +115.2% | +97.1% |
| All | +71.6% | -42.2% | +113.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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