+64.9%
CRH vs SW
+40.1%
+24.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.2% |
| 30D | +18.1% | +5.0% | +13.1% | +16.1% |
| 3M | -3.9% | -13.7% | +9.8% | +1.3% |
| 6M | -13.3% | +8.0% | -21.3% | -15.9% |
| YTD | -24.2% | +14.0% | -38.2% | -28.3% |
| 1Y | -14.9% | +25.6% | -40.5% | -22.1% |
| 3Y | +64.9% | +40.1% | +24.8% | +52.3% |
| All | +64.9% | +40.1% | +24.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling