+71.6%
CRH vs NOC
+28.9%
+42.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | +0.8% | -6.8% | -6.1% |
| 30D | -9.3% | -9.7% | +0.4% | -8.8% |
| 3M | -15.2% | -5.6% | -9.5% | -15.0% |
| 6M | -14.2% | -28.6% | +14.4% | -13.2% |
| YTD | -28.3% | -7.9% | -20.4% | -28.2% |
| 1Y | -21.8% | -9.5% | -12.3% | -21.6% |
| 3Y | +71.6% | +28.4% | +43.3% | +72.4% |
| All | +71.6% | +28.9% | +42.7% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling