+6,046.1%
CRH vs NSC
+5,582.3%
+463.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.4% |
| 7D | -6.1% | -2.8% | -3.3% | -5.0% |
| 30D | -9.3% | -4.5% | -4.8% | -7.7% |
| 3M | -15.2% | +3.5% | -18.7% | -16.5% |
| 6M | -14.2% | +8.5% | -22.7% | -17.1% |
| YTD | -28.3% | +12.3% | -40.6% | -31.6% |
| 1Y | -21.8% | +18.9% | -40.7% | -27.1% |
| 3Y | +71.6% | +74.1% | -2.5% | +37.0% |
| 5Y | +96.6% | +43.9% | +52.7% | +67.7% |
| 10Y | +253.8% | +331.6% | -77.8% | +105.9% |
| All | +6,046.1% | +5,582.3% | +463.7% | +2,371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling