-14.6%
CRH vs FN
+17.1%
-31.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | -5.4% | -22.0% | +16.6% | -3.6% |
| 3M | -11.2% | -43.0% | +31.8% | -6.4% |
| 6M | -15.8% | -27.7% | +11.9% | -15.4% |
| YTD | -23.6% | -10.5% | -13.1% | -26.2% |
| 1Y | -14.6% | +12.5% | -27.1% | -20.0% |
| All | -14.6% | +17.1% | -31.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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