+245.6%
CRH vs W
+158.6%
+87.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -9.3% | -4.2% | -5.0% | -8.7% |
| 3M | -15.2% | +26.9% | -42.1% | -19.0% |
| 6M | -14.2% | +31.2% | -45.4% | -19.0% |
| YTD | -28.3% | -1.8% | -26.4% | -29.7% |
| 1Y | -21.8% | +9.3% | -31.1% | -25.3% |
| 3Y | +71.6% | +33.2% | +38.4% | +49.4% |
| 5Y | +96.6% | -62.4% | +159.0% | +83.1% |
| All | +245.6% | +158.6% | +87.0% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling