+94.1%
CRH vs WY
-22.2%
+116.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -6.1% | -4.2% | -1.9% | -3.8% |
| 30D | -9.3% | -10.1% | +0.8% | -3.8% |
| 3M | -15.2% | -8.5% | -6.7% | -11.1% |
| 6M | -14.2% | -3.3% | -10.9% | -12.6% |
| YTD | -28.3% | -4.4% | -23.9% | -26.9% |
| 1Y | -21.8% | -11.5% | -10.3% | -17.1% |
| 3Y | +71.6% | -24.3% | +95.9% | +93.7% |
| All | +94.1% | -22.2% | +116.3% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling