+2,164.4%
FIX vs CRH
+95.0%
+2,069.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.2% |
| 7D | +0.7% | -4.8% | +5.4% | +3.9% |
| 30D | -5.7% | -13.1% | +7.4% | +3.3% |
| 3M | -7.4% | -12.0% | +4.5% | -0.6% |
| 6M | +15.1% | -16.9% | +32.0% | +28.3% |
| YTD | +70.7% | -29.0% | +99.7% | +111.5% |
| 1Y | +111.9% | -20.3% | +132.3% | +141.9% |
| 3Y | +759.5% | +69.2% | +690.3% | +527.7% |
| 5Y | +2,164.4% | +94.6% | +2,069.7% | +1,415.0% |
| All | +2,164.4% | +95.0% | +2,069.4% | +1,415.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling