+260.4%
CRH vs SW
+183.3%
+77.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | +19.9% | +7.0% | +12.8% | +18.3% |
| 3M | -2.3% | -7.6% | +5.3% | -0.9% |
| 6M | -13.4% | +8.5% | -22.0% | -14.8% |
| YTD | -20.8% | +17.7% | -38.5% | -23.3% |
| 1Y | -12.5% | +27.1% | -39.6% | -16.4% |
| 3Y | +76.2% | +48.2% | +28.0% | +64.4% |
| 5Y | +119.9% | -2.3% | +122.3% | +108.8% |
| 10Y | +260.4% | +183.3% | +77.1% | +187.5% |
| All | +260.4% | +183.3% | +77.1% | +187.5% |
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