-14.8%
CRH vs GWW
+55.5%
-70.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.5% | -0.9% | +2.8% |
| 7D | +14.2% | +11.1% | +3.1% | +9.3% |
| 30D | +19.5% | +15.7% | +3.8% | +12.6% |
| 3M | +0.4% | +14.8% | -14.4% | -5.2% |
| 6M | -10.1% | +30.9% | -41.1% | -20.2% |
| YTD | -19.9% | +48.5% | -68.4% | -30.8% |
| 1Y | -14.8% | +57.1% | -71.9% | -27.2% |
| All | -14.8% | +55.5% | -70.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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