+396.5%
CRH vs WU
-22.4%
+418.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -3.5% | -2.6% | -4.5% |
| 30D | -9.3% | -2.9% | -6.3% | -8.1% |
| 3M | -15.2% | -2.3% | -12.9% | -16.0% |
| 6M | -14.2% | -25.4% | +11.2% | -3.8% |
| YTD | -28.3% | -21.2% | -7.0% | -21.9% |
| 1Y | -21.8% | -8.9% | -12.9% | -21.4% |
| 3Y | +71.6% | -29.0% | +100.6% | +89.1% |
| 5Y | +96.6% | -50.7% | +147.4% | +152.5% |
| 10Y | +253.8% | -39.7% | +293.6% | +292.3% |
| All | +396.5% | -22.4% | +418.9% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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