-21.8%
CRH vs FN
+10.7%
-32.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | -6.1% | +1.8% | -7.8% | -6.2% |
| 30D | -9.3% | -27.5% | +18.2% | -6.8% |
| 3M | -15.2% | -28.8% | +13.6% | -13.0% |
| 6M | -14.2% | -20.9% | +6.7% | -14.7% |
| YTD | -28.3% | -8.9% | -19.3% | -30.9% |
| 1Y | -21.8% | +14.5% | -36.3% | -28.0% |
| All | -21.8% | +10.7% | -32.5% | -28.0% |
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