-21.8%
CRH vs CNP
+5.6%
-27.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.4% | -4.6% | -6.1% |
| 30D | -9.3% | -2.9% | -6.3% | -9.4% |
| 3M | -15.2% | -7.5% | -7.7% | -14.9% |
| 6M | -14.2% | -7.9% | -6.3% | -13.8% |
| YTD | -28.3% | +3.7% | -32.0% | -25.5% |
| 1Y | -21.8% | +4.6% | -26.4% | -18.4% |
| All | -21.8% | +5.6% | -27.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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