-3.4%
SHW vs CRH
-17.1%
+13.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.2% |
| 7D | -4.5% | -4.8% | +0.3% | -1.5% |
| 30D | -12.7% | -13.1% | +0.4% | -4.6% |
| 3M | +4.7% | -12.0% | +16.7% | +13.2% |
| 6M | -3.4% | -16.9% | +13.5% | +7.2% |
| All | -3.4% | -17.1% | +13.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 6mo: compounded portfolio wealth divided by compounded CRH 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…
6mo analysis · Full analysis span regression · 6 months rolling