-16.6%
CRH vs GWRE
-24.6%
+8.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | +5.3% | +4.5% | +0.8% | +5.2% |
| 30D | +14.2% | +1.7% | +12.5% | +14.1% |
| 3M | -4.2% | +4.4% | -8.5% | -4.8% |
| 6M | -14.5% | +19.5% | -34.0% | -14.9% |
| YTD | -22.7% | -16.7% | -5.9% | -24.1% |
| 1Y | -16.6% | -24.0% | +7.5% | -18.5% |
| All | -16.6% | -24.6% | +8.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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