-14.6%
CRH vs W
+25.7%
-40.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.1% |
| 7D | -1.7% | -4.2% | +2.5% | -1.1% |
| 30D | -5.4% | -7.6% | +2.2% | -4.4% |
| 3M | -11.2% | +37.2% | -48.4% | -16.0% |
| 6M | -15.8% | +26.3% | -42.2% | -20.5% |
| YTD | -23.6% | -1.0% | -22.6% | -26.7% |
| 1Y | -14.6% | +20.1% | -34.7% | -18.9% |
| All | -14.6% | +25.7% | -40.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling