+110.8%
CRH vs WM
+61.9%
+49.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | +3.2% | -4.5% | -2.4% |
| 30D | +18.1% | +13.0% | +5.1% | +13.3% |
| 3M | -3.9% | +9.2% | -13.1% | -6.8% |
| 6M | -13.3% | +13.6% | -27.0% | -17.3% |
| YTD | -24.2% | +12.4% | -36.6% | -27.8% |
| 1Y | -14.9% | +21.2% | -36.1% | -21.4% |
| 3Y | +64.9% | +48.7% | +16.2% | +36.2% |
| All | +110.8% | +61.9% | +49.0% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling