+94.6%
CRH vs FN
+280.2%
-185.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.2% |
| 7D | -4.8% | +2.3% | -7.0% | -5.2% |
| 30D | -13.1% | -23.2% | +10.1% | -9.3% |
| 3M | -12.0% | -30.4% | +18.4% | -7.4% |
| 6M | -16.9% | -25.6% | +8.7% | -15.6% |
| YTD | -29.0% | -11.3% | -17.7% | -31.7% |
| 1Y | -20.3% | +8.4% | -28.8% | -27.7% |
| 3Y | +69.2% | +166.2% | -97.0% | +13.5% |
| 5Y | +94.6% | +290.3% | -195.7% | +9.6% |
| All | +94.6% | +280.2% | -185.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling