+71.6%
CRH vs FTI
+267.9%
-196.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -6.1% | -4.4% | -1.7% | -5.2% |
| 30D | -9.3% | +1.5% | -10.8% | -9.6% |
| 3M | -15.2% | +8.2% | -23.4% | -16.8% |
| 6M | -14.2% | +18.8% | -33.0% | -18.1% |
| YTD | -28.3% | +71.7% | -99.9% | -37.3% |
| 1Y | -21.8% | +90.0% | -111.8% | -33.6% |
| 3Y | +71.6% | +270.5% | -198.9% | +25.7% |
| All | +71.6% | +267.9% | -196.2% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling