+108.1%
CRH vs SW
-2.3%
+110.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.1% |
| 7D | -1.7% | -5.1% | +3.4% | -0.4% |
| 30D | -5.4% | -4.6% | -0.8% | -4.3% |
| 3M | -11.2% | +9.4% | -20.6% | -13.2% |
| 6M | -15.8% | +3.5% | -19.4% | -16.9% |
| YTD | -23.6% | +22.0% | -45.7% | -27.4% |
| 1Y | -14.6% | +2.2% | -16.8% | -16.1% |
| 3Y | +74.3% | +19.6% | +54.7% | +64.5% |
| All | +108.1% | -2.3% | +110.5% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling