+94.1%
CRH vs FTI
+1,066.8%
-972.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -6.1% | -4.4% | -1.7% | -5.3% |
| 30D | -9.3% | +1.5% | -10.8% | -9.6% |
| 3M | -15.2% | +8.2% | -23.4% | -16.7% |
| 6M | -14.2% | +18.8% | -33.0% | -17.7% |
| YTD | -28.3% | +71.7% | -99.9% | -36.2% |
| 1Y | -21.8% | +90.0% | -111.8% | -32.1% |
| 3Y | +71.6% | +270.5% | -198.9% | +28.2% |
| All | +94.1% | +1,066.8% | -972.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling