+513.0%
CRH vs CDW
+837.2%
-324.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -3.6% | -4.2% | +0.7% | -1.8% |
| 30D | -10.8% | +4.9% | -15.7% | -13.1% |
| 3M | -13.5% | +7.3% | -20.8% | -17.7% |
| 6M | -15.4% | +19.2% | -34.6% | -25.8% |
| YTD | -27.6% | +6.2% | -33.8% | -33.1% |
| 1Y | -18.4% | -14.0% | -4.4% | -17.0% |
| 3Y | +72.5% | -30.0% | +102.5% | +89.4% |
| 5Y | +99.2% | -23.6% | +122.8% | +105.4% |
| 10Y | +257.0% | +269.4% | -12.3% | +81.2% |
| All | +513.0% | +837.2% | -324.2% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling