+68.9%
CRH vs WTW
+64.8%
+4.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -5.6% | -3.3% | -2.3% | -5.2% |
| 30D | -8.4% | -2.4% | -6.0% | -8.1% |
| 3M | -16.1% | +23.7% | -39.8% | -18.7% |
| 6M | -10.2% | +12.6% | -22.8% | -11.8% |
| YTD | -27.9% | -0.8% | -27.1% | -27.2% |
| 1Y | -20.6% | -3.3% | -17.4% | -19.4% |
| 3Y | +68.9% | +63.8% | +5.0% | +63.2% |
| All | +68.9% | +64.8% | +4.1% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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