+94.1%
CRH vs WCN
+24.9%
+69.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.1% | -3.1% | -2.9% | -4.7% |
| 30D | -9.3% | -3.4% | -5.9% | -7.9% |
| 3M | -15.2% | +3.0% | -18.2% | -16.4% |
| 6M | -14.2% | -3.8% | -10.5% | -13.2% |
| YTD | -28.3% | -8.3% | -19.9% | -25.8% |
| 1Y | -21.8% | -9.7% | -12.0% | -18.6% |
| 3Y | +71.6% | +17.2% | +54.5% | +52.2% |
| All | +94.1% | +24.9% | +69.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling