-16.6%
CRH vs WY
-0.7%
-15.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +5.3% | +9.5% | -4.2% | +0.2% |
| 30D | +14.2% | +16.3% | -2.1% | +5.0% |
| 3M | -4.2% | -15.5% | +11.4% | +4.8% |
| 6M | -14.5% | -7.1% | -7.4% | -11.1% |
| YTD | -22.7% | -6.3% | -16.4% | -21.7% |
| 1Y | -16.6% | -0.3% | -16.3% | -18.0% |
| All | -16.6% | -0.7% | -15.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling