-14.8%
CRH vs FND
-10.3%
-4.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.9% | -5.3% | +1.3% |
| 7D | +14.2% | +12.3% | +1.8% | +9.0% |
| 30D | +19.5% | +14.7% | +4.8% | +13.0% |
| 3M | +0.4% | -12.0% | +12.4% | +4.4% |
| 6M | -10.1% | +10.8% | -20.9% | -15.1% |
| YTD | -19.9% | -12.3% | -7.7% | -18.6% |
| 1Y | -14.8% | -13.4% | -1.4% | -13.5% |
| All | -14.8% | -10.3% | -4.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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