+573.9%
CRH vs FN
+2,895.3%
-2,321.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +1.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | +18.1% | -16.5% | +34.7% | +20.6% |
| 3M | -3.9% | -42.1% | +38.2% | +4.7% |
| 6M | -13.3% | -52.9% | +39.6% | -3.6% |
| YTD | -24.2% | -28.0% | +3.8% | -24.9% |
| 1Y | -14.9% | -18.5% | +3.6% | -18.2% |
| 3Y | +64.9% | +93.9% | -29.0% | +22.9% |
| 5Y | +109.0% | +170.5% | -61.5% | +40.5% |
| 10Y | +248.9% | +704.1% | -455.2% | +80.5% |
| All | +573.9% | +2,895.3% | -2,321.3% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling