+73.2%
CRH vs FN
+173.9%
-100.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -3.6% | +5.8% | -9.4% | -4.5% |
| 30D | -10.8% | -20.6% | +9.8% | -8.0% |
| 3M | -13.5% | -28.6% | +15.1% | -10.0% |
| 6M | -15.4% | -20.7% | +5.3% | -15.4% |
| YTD | -27.6% | -8.1% | -19.5% | -30.6% |
| 1Y | -18.4% | +13.3% | -31.7% | -26.0% |
| All | +73.2% | +173.9% | -100.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling