+555.5%
CRH vs GWRE
+741.3%
-185.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.1% | -13.2% | +7.2% | -2.7% |
| 30D | -9.3% | -18.6% | +9.3% | -5.7% |
| 3M | -15.2% | +18.9% | -34.1% | -20.7% |
| 6M | -14.2% | -11.0% | -3.3% | -15.2% |
| YTD | -28.3% | -29.9% | +1.6% | -24.7% |
| 1Y | -21.8% | -44.3% | +22.6% | -12.5% |
| 3Y | +71.6% | +51.7% | +19.9% | +37.5% |
| 5Y | +96.6% | +15.4% | +81.2% | +65.6% |
| 10Y | +253.8% | +129.4% | +124.4% | +138.2% |
| All | +555.5% | +741.3% | -185.8% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling