+6,046.1%
CRH vs WY
+655.2%
+5,390.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.1% | -4.2% | -1.9% | -4.6% |
| 30D | -9.3% | -10.1% | +0.8% | -5.7% |
| 3M | -15.2% | -8.5% | -6.7% | -12.5% |
| 6M | -14.2% | -3.3% | -10.9% | -13.1% |
| YTD | -28.3% | -4.4% | -23.9% | -27.2% |
| 1Y | -21.8% | -11.5% | -10.3% | -18.6% |
| 3Y | +71.6% | -24.3% | +95.9% | +87.3% |
| 5Y | +96.6% | -21.3% | +117.9% | +111.2% |
| 10Y | +253.8% | +7.0% | +246.9% | +226.3% |
| All | +6,046.1% | +655.2% | +5,390.8% | +4,415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling