+71.6%
CRH vs GWRE
+50.1%
+21.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.1% | -13.2% | +7.2% | -4.4% |
| 30D | -9.3% | -18.6% | +9.3% | -7.7% |
| 3M | -15.2% | +18.9% | -34.1% | -18.4% |
| 6M | -14.2% | -11.0% | -3.3% | -14.2% |
| YTD | -28.3% | -29.9% | +1.6% | -24.8% |
| 1Y | -21.8% | -44.3% | +22.6% | -13.5% |
| 3Y | +71.6% | +51.7% | +19.9% | +41.3% |
| All | +71.6% | +50.1% | +21.5% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling