+6,046.1%
CRH vs NOC
+16,586.7%
-10,540.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | +0.8% | -6.8% | -6.2% |
| 30D | -9.3% | -9.7% | +0.4% | -7.0% |
| 3M | -15.2% | -5.6% | -9.5% | -14.2% |
| 6M | -14.2% | -28.6% | +14.4% | -7.1% |
| YTD | -28.3% | -7.9% | -20.4% | -27.4% |
| 1Y | -21.8% | -9.5% | -12.3% | -20.5% |
| 3Y | +71.6% | +28.4% | +43.3% | +56.0% |
| 5Y | +96.6% | +59.0% | +37.7% | +64.9% |
| 10Y | +253.8% | +191.3% | +62.6% | +149.9% |
| All | +6,046.1% | +16,586.7% | -10,540.6% | +2,847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling