+246.0%
CRH vs SW
+177.1%
+68.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | +18.1% | +5.0% | +13.1% | +17.0% |
| 3M | -3.9% | -13.7% | +9.8% | -1.2% |
| 6M | -13.3% | +8.0% | -21.3% | -14.6% |
| YTD | -24.2% | +14.0% | -38.2% | -26.2% |
| 1Y | -14.9% | +25.6% | -40.5% | -18.5% |
| 3Y | +64.9% | +40.1% | +24.8% | +55.3% |
| 5Y | +109.0% | -2.6% | +111.6% | +99.0% |
| All | +246.0% | +177.1% | +68.9% | +177.0% |
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