+486.7%
CRH vs SW
+722.5%
-235.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | +4.4% | +2.3% | +2.1% | +4.1% |
| 30D | +16.4% | +6.8% | +9.6% | +15.5% |
| 3M | -2.5% | -5.2% | +2.7% | -1.9% |
| 6M | -16.9% | +7.4% | -24.3% | -17.5% |
| YTD | -23.2% | +17.4% | -40.6% | -24.6% |
| 1Y | -16.5% | +27.1% | -43.6% | -18.7% |
| 3Y | +73.0% | +47.9% | +25.1% | +65.8% |
| 5Y | +118.3% | -2.6% | +120.9% | +111.8% |
| 10Y | +285.8% | +182.7% | +103.1% | +241.9% |
| All | +486.7% | +722.5% | -235.9% | +395.7% |
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