+245.6%
CRH vs CDW
+300.6%
-55.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -2.3% |
| 7D | -6.1% | +0.9% | -7.0% | -6.6% |
| 30D | -9.3% | +13.1% | -22.3% | -14.5% |
| 3M | -15.2% | +19.7% | -34.9% | -23.2% |
| 6M | -14.2% | +30.7% | -44.9% | -28.0% |
| YTD | -28.3% | +14.7% | -43.0% | -36.0% |
| 1Y | -21.8% | -5.3% | -16.5% | -23.7% |
| 3Y | +71.6% | -23.8% | +95.5% | +82.0% |
| 5Y | +96.6% | -16.8% | +113.4% | +94.8% |
| All | +245.6% | +300.6% | -55.0% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling