+312.7%
CRH vs FTV
+83.2%
+229.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -6.1% | -4.0% | -2.1% | -3.5% |
| 30D | -9.3% | -11.0% | +1.8% | -2.0% |
| 3M | -15.2% | -8.4% | -6.8% | -10.3% |
| 6M | -14.2% | -2.6% | -11.6% | -13.2% |
| YTD | -28.3% | -0.6% | -27.6% | -29.1% |
| 1Y | -21.8% | +11.0% | -32.7% | -28.7% |
| 3Y | +71.6% | -6.3% | +78.0% | +73.4% |
| 5Y | +96.6% | -1.5% | +98.2% | +89.2% |
| 10Y | +253.8% | +78.8% | +175.0% | +138.1% |
| All | +312.7% | +83.2% | +229.5% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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