-14.6%
CRH vs FTI
+108.8%
-123.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -1.7% | +5.3% | -6.9% | -1.5% |
| 30D | -5.4% | +15.3% | -20.7% | -4.9% |
| 3M | -11.2% | +15.8% | -27.0% | -10.7% |
| 6M | -15.8% | +22.6% | -38.4% | -16.5% |
| YTD | -23.6% | +79.5% | -103.2% | -22.0% |
| 1Y | -14.6% | +102.0% | -116.6% | -13.1% |
| All | -14.6% | +108.8% | -123.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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