-14.6%
CRH vs FOXA
+9.1%
-23.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.5% |
| 7D | -1.7% | -4.0% | +2.3% | -1.5% |
| 30D | -5.4% | +12.0% | -17.3% | -5.7% |
| 3M | -11.2% | +0.3% | -11.5% | -11.2% |
| 6M | -15.8% | +12.5% | -28.3% | -17.7% |
| YTD | -23.6% | -9.6% | -14.0% | -22.9% |
| 1Y | -14.6% | +8.6% | -23.2% | -16.6% |
| All | -14.6% | +9.1% | -23.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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