+6,442.4%
CRH vs WM
+26,336.4%
-19,894.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -5.4% | -2.4% | -3.0% | -5.0% |
| 3M | -11.2% | +0.4% | -11.6% | -11.3% |
| 6M | -15.8% | -9.5% | -6.4% | -14.5% |
| YTD | -23.6% | +0.5% | -24.1% | -23.9% |
| 1Y | -14.6% | -1.1% | -13.5% | -14.8% |
| 3Y | +74.3% | +46.0% | +28.3% | +61.4% |
| 5Y | +103.7% | +51.8% | +51.9% | +87.2% |
| 10Y | +261.4% | +307.5% | -46.1% | +186.1% |
| All | +6,442.4% | +26,336.4% | -19,894.0% | +4,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling