+94.1%
CRH vs FLUT
-50.9%
+145.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 6M | -14.2% | -8.2% | -6.0% | -13.6% |
| YTD | -28.3% | -53.2% | +25.0% | -14.8% |
| 1Y | -21.8% | -65.6% | +43.8% | -0.2% |
| 3Y | +71.6% | -43.6% | +115.2% | +90.2% |
| All | +94.1% | -50.9% | +145.1% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling