-21.8%
CRH vs FOXA
+16.6%
-38.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | -6.1% | +0.8% | -6.9% | -6.1% |
| 30D | -9.3% | +5.0% | -14.3% | -9.4% |
| 3M | -15.2% | -3.0% | -12.2% | -14.7% |
| 6M | -14.2% | +14.8% | -29.0% | -16.1% |
| YTD | -28.3% | -8.9% | -19.3% | -27.9% |
| 1Y | -21.8% | +13.3% | -35.1% | -24.1% |
| All | -21.8% | +16.6% | -38.3% | -24.1% |
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