+249.4%
CRH vs SW
+139.3%
+110.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.4% | -3.2% |
| 7D | -0.6% | -2.6% | +1.9% | -0.2% |
| 30D | -9.5% | -7.5% | -2.0% | -8.1% |
| 3M | -10.4% | +10.3% | -20.7% | -12.0% |
| 6M | -14.2% | +5.4% | -19.6% | -15.2% |
| YTD | -26.6% | +17.9% | -44.4% | -28.9% |
| 1Y | -18.2% | -2.4% | -15.8% | -18.6% |
| 3Y | +74.9% | +28.7% | +46.2% | +66.3% |
| 5Y | +101.7% | -5.7% | +107.4% | +92.3% |
| 10Y | +249.4% | +139.3% | +110.1% | +192.8% |
| All | +249.4% | +139.3% | +110.1% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling