+5,984.3%
CRH vs FDX
+4,089.6%
+1,894.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -4.8% | -3.9% | -0.9% | -3.6% |
| 30D | -13.1% | -3.3% | -9.8% | -12.2% |
| 3M | -12.0% | -2.0% | -10.0% | -11.6% |
| 6M | -16.9% | +8.0% | -24.9% | -19.1% |
| YTD | -29.0% | +35.0% | -64.0% | -35.6% |
| 1Y | -20.3% | +73.7% | -94.0% | -33.4% |
| 3Y | +69.2% | +61.6% | +7.7% | +42.0% |
| 5Y | +94.6% | +65.4% | +29.3% | +58.2% |
| 10Y | +250.3% | +181.2% | +69.1% | +134.4% |
| All | +5,984.3% | +4,089.6% | +1,894.7% | +3,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling