-14.8%
CRH vs NSC
+24.4%
-39.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.2% |
| 7D | +14.2% | +1.8% | +12.4% | +13.3% |
| 30D | +19.5% | +8.8% | +10.7% | +15.3% |
| 3M | +0.4% | +1.2% | -0.9% | -0.1% |
| 6M | -10.1% | +11.3% | -21.5% | -15.2% |
| YTD | -19.9% | +20.7% | -40.7% | -27.1% |
| 1Y | -14.8% | +23.4% | -38.2% | -24.2% |
| All | -14.8% | +24.4% | -39.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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