+94.1%
CRH vs ITW
+36.9%
+57.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -6.1% | -0.7% | -5.3% | -5.5% |
| 30D | -9.3% | -8.3% | -0.9% | -2.9% |
| 3M | -15.2% | +6.0% | -21.2% | -19.1% |
| 6M | -14.2% | 0.0% | -14.2% | -14.3% |
| YTD | -28.3% | +10.2% | -38.5% | -33.8% |
| 1Y | -21.8% | +3.2% | -25.0% | -24.3% |
| 3Y | +71.6% | +21.0% | +50.6% | +44.1% |
| All | +94.1% | +36.9% | +57.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling