+495.6%
CRH vs SW
+721.4%
-225.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.6% | -2.6% | 0.0% | -2.3% |
| 30D | +18.8% | +7.2% | +11.6% | +17.8% |
| 3M | -4.6% | -10.5% | +5.9% | -3.3% |
| 6M | -13.8% | +9.9% | -23.7% | -14.8% |
| YTD | -22.0% | +17.2% | -39.2% | -23.5% |
| 1Y | -13.6% | +26.5% | -40.1% | -15.9% |
| 3Y | +69.2% | +47.7% | +21.6% | +62.2% |
| 5Y | +117.9% | +0.2% | +117.7% | +111.0% |
| 10Y | +259.0% | +182.3% | +76.7% | +218.2% |
| All | +495.6% | +721.4% | -225.8% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling