+245.6%
CRH vs WM
+305.7%
-60.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -2.1% | -4.0% | -5.0% |
| 30D | -9.3% | -5.3% | -4.0% | -6.7% |
| 3M | -15.2% | -2.0% | -13.2% | -14.5% |
| 6M | -14.2% | -8.6% | -5.6% | -10.7% |
| YTD | -28.3% | -1.6% | -26.6% | -28.6% |
| 1Y | -21.8% | -1.2% | -20.6% | -22.6% |
| 3Y | +71.6% | +41.9% | +29.7% | +31.9% |
| 5Y | +96.6% | +49.6% | +47.1% | +43.4% |
| All | +245.6% | +305.7% | -60.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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