+923.4%
CRH vs FTI
+2,065.8%
-1,142.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.1% | -4.4% | -1.7% | -4.7% |
| 30D | -9.3% | +1.5% | -10.8% | -9.8% |
| 3M | -15.2% | +8.2% | -23.4% | -17.8% |
| 6M | -14.2% | +18.8% | -33.0% | -19.7% |
| YTD | -28.3% | +71.7% | -99.9% | -40.3% |
| 1Y | -21.8% | +90.0% | -111.8% | -37.4% |
| 3Y | +71.6% | +270.5% | -198.9% | +7.5% |
| 5Y | +96.6% | +1,084.5% | -987.9% | -21.7% |
| 10Y | +253.8% | +302.9% | -49.1% | +69.0% |
| All | +923.4% | +2,065.8% | -1,142.4% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling