+232.2%
CRH vs TW
+215.1%
+17.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -5.6% | -1.9% | -3.7% | -5.1% |
| 30D | -8.4% | -1.8% | -6.6% | -8.0% |
| 3M | -16.1% | +3.1% | -19.2% | -17.3% |
| 6M | -10.2% | -16.0% | +5.8% | -6.1% |
| YTD | -27.9% | -2.7% | -25.2% | -28.4% |
| 1Y | -20.6% | -11.2% | -9.5% | -19.0% |
| 3Y | +68.9% | +24.6% | +44.3% | +49.3% |
| 5Y | +95.7% | +25.6% | +70.0% | +68.1% |
| All | +232.2% | +215.1% | +17.1% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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