+820.9%
CRH vs NRG
+1,510.3%
-689.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -6.1% | -4.7% | -1.4% | -4.6% |
| 30D | -9.3% | -6.0% | -3.3% | -7.6% |
| 3M | -15.2% | -8.0% | -7.2% | -14.2% |
| 6M | -14.2% | -23.2% | +9.0% | -8.6% |
| YTD | -28.3% | -28.1% | -0.2% | -22.2% |
| 1Y | -21.8% | -27.3% | +5.5% | -16.1% |
| 3Y | +71.6% | +208.7% | -137.0% | +6.6% |
| 5Y | +96.6% | +197.7% | -101.0% | +20.7% |
| 10Y | +253.8% | +1,103.3% | -849.5% | +24.8% |
| All | +820.9% | +1,510.3% | -689.4% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling