-14.8%
CRH vs NOC
-7.1%
-7.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.2% | +6.1% |
| 7D | +14.2% | -5.0% | +19.1% | +14.8% |
| 30D | +19.5% | +10.3% | +9.2% | +17.9% |
| 3M | +0.4% | -4.3% | +4.7% | +0.4% |
| 6M | -10.1% | -6.5% | -3.6% | -9.7% |
| YTD | -19.9% | -6.7% | -13.2% | -24.1% |
| 1Y | -14.8% | -7.5% | -7.4% | -19.7% |
| All | -14.8% | -7.1% | -7.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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