+121.5%
FIX vs CRH
-20.2%
+141.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.7% |
| 7D | +5.0% | -6.1% | +11.1% | +8.5% |
| 30D | -2.7% | -9.3% | +6.6% | +2.5% |
| 3M | -8.2% | -15.2% | +7.0% | -0.1% |
| 6M | +20.3% | -14.2% | +34.5% | +29.1% |
| YTD | +81.4% | -28.3% | +109.7% | +117.0% |
| 1Y | +121.5% | -21.8% | +143.3% | +142.5% |
| All | +121.5% | -20.2% | +141.7% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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