-14.8%
CRH vs CDW
+13.2%
-28.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.7% | -7.0% | +4.4% |
| 7D | +14.2% | +3.7% | +10.4% | +13.5% |
| 30D | +19.5% | +26.0% | -6.5% | +17.0% |
| 3M | +0.4% | +10.1% | -9.7% | -0.8% |
| 6M | -10.1% | +26.1% | -36.2% | -13.0% |
| YTD | -19.9% | +25.9% | -45.8% | -22.7% |
| 1Y | -14.8% | +21.5% | -36.4% | -17.2% |
| All | -14.8% | +13.2% | -28.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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