+245.6%
CRH vs FN
+954.1%
-708.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | -6.1% | +1.8% | -7.8% | -6.4% |
| 30D | -9.3% | -27.5% | +18.2% | -3.4% |
| 3M | -15.2% | -28.8% | +13.6% | -10.7% |
| 6M | -14.2% | -20.9% | +6.7% | -13.8% |
| YTD | -28.3% | -8.9% | -19.3% | -31.4% |
| 1Y | -21.8% | +14.5% | -36.3% | -30.1% |
| 3Y | +71.6% | +172.6% | -101.0% | +13.9% |
| 5Y | +96.6% | +300.6% | -204.0% | +12.8% |
| All | +245.6% | +954.1% | -708.5% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling