+71.6%
CRH vs FDX
+60.5%
+11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -6.1% | -3.3% | -2.8% | -4.8% |
| 30D | -9.3% | -4.5% | -4.7% | -7.6% |
| 3M | -15.2% | -7.3% | -7.8% | -12.7% |
| 6M | -14.2% | +7.5% | -21.7% | -17.0% |
| YTD | -28.3% | +35.1% | -63.3% | -36.4% |
| 1Y | -21.8% | +71.4% | -93.2% | -36.9% |
| 3Y | +71.6% | +60.8% | +10.8% | +33.4% |
| All | +71.6% | +60.5% | +11.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · 6 months rolling