+64.9%
CRH vs WM
+48.6%
+16.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | +3.2% | -4.5% | -2.0% |
| 30D | +18.1% | +13.0% | +5.1% | +15.0% |
| 3M | -3.9% | +9.2% | -13.1% | -5.8% |
| 6M | -13.3% | +13.6% | -27.0% | -15.7% |
| YTD | -24.2% | +12.4% | -36.6% | -26.6% |
| 1Y | -14.9% | +21.2% | -36.1% | -19.2% |
| 3Y | +64.9% | +48.7% | +16.2% | +51.4% |
| All | +64.9% | +48.6% | +16.3% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling