+94.1%
CRH vs CDW
-17.6%
+111.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -1.8% |
| 7D | -6.1% | +0.9% | -7.0% | -6.5% |
| 30D | -9.3% | +13.1% | -22.3% | -13.7% |
| 3M | -15.2% | +19.7% | -34.9% | -22.2% |
| 6M | -14.2% | +30.7% | -44.9% | -26.9% |
| YTD | -28.3% | +14.7% | -43.0% | -35.0% |
| 1Y | -21.8% | -5.3% | -16.5% | -22.3% |
| 3Y | +71.6% | -23.8% | +95.5% | +83.8% |
| All | +94.1% | -17.6% | +111.7% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling