+579.0%
CRH vs FN
+3,620.5%
-3,041.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.8% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | -5.4% | -22.0% | +16.6% | -1.3% |
| 3M | -11.2% | -43.0% | +31.8% | -2.6% |
| 6M | -15.8% | -27.7% | +11.9% | -13.7% |
| YTD | -23.6% | -10.5% | -13.1% | -26.1% |
| 1Y | -14.6% | +12.5% | -27.1% | -22.1% |
| 3Y | +74.3% | +153.8% | -79.5% | +25.3% |
| 5Y | +103.7% | +288.0% | -184.3% | +29.4% |
| 10Y | +261.4% | +906.4% | -645.0% | +81.9% |
| All | +579.0% | +3,620.5% | -3,041.5% | +167.0% |
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 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