+94.1%
CRH vs NRG
+194.8%
-100.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -6.1% | -4.7% | -1.4% | -4.8% |
| 30D | -9.3% | -6.0% | -3.3% | -7.8% |
| 3M | -15.2% | -8.0% | -7.2% | -14.4% |
| 6M | -14.2% | -23.2% | +9.0% | -9.3% |
| YTD | -28.3% | -28.1% | -0.2% | -22.9% |
| 1Y | -21.8% | -27.3% | +5.5% | -16.8% |
| 3Y | +71.6% | +208.7% | -137.0% | +5.3% |
| All | +94.1% | +194.8% | -100.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 5y: compounded portfolio wealth divided by compounded NRG 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…
5y analysis · Full analysis span regression · 6 months rolling