+999.1%
CRH vs NDAQ
+2,205.8%
-1,206.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.1% |
| 7D | -4.8% | -6.8% | +2.0% | -2.4% |
| 30D | -13.1% | -3.2% | -9.9% | -12.2% |
| 3M | -12.0% | +6.5% | -18.5% | -14.2% |
| 6M | -16.9% | +5.7% | -22.6% | -19.0% |
| YTD | -29.0% | -4.6% | -24.3% | -28.6% |
| 1Y | -20.3% | -1.6% | -18.8% | -20.9% |
| 3Y | +69.2% | +86.4% | -17.2% | +34.5% |
| 5Y | +94.6% | +50.3% | +44.3% | +65.0% |
| 10Y | +250.3% | +369.0% | -118.7% | +103.4% |
| All | +999.1% | +2,205.8% | -1,206.8% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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