+19,779.0%
SHW vs CRH
+6,046.1%
+13,732.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.1% | -6.1% | +2.9% | -1.9% |
| 30D | -10.0% | -9.3% | -0.8% | -8.2% |
| 3M | +2.3% | -15.2% | +17.5% | +5.8% |
| 6M | +0.7% | -14.2% | +14.9% | +3.9% |
| YTD | +0.5% | -28.3% | +28.7% | +7.4% |
| 1Y | -11.5% | -21.8% | +10.3% | -7.2% |
| 3Y | +21.3% | +71.6% | -50.3% | +8.2% |
| 5Y | +12.5% | +96.6% | -84.1% | -3.1% |
| 10Y | +287.3% | +253.8% | +33.4% | +195.6% |
| All | +19,779.0% | +6,046.1% | +13,732.9% | +12,116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling