+94.1%
CRH vs NTAP
+140.4%
-46.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | -1.9% |
| 7D | -6.1% | +7.4% | -13.4% | -8.5% |
| 30D | -9.3% | -1.4% | -7.9% | -9.1% |
| 3M | -15.2% | +24.6% | -39.8% | -22.4% |
| 6M | -14.2% | +105.9% | -120.1% | -37.4% |
| YTD | -28.3% | +88.5% | -116.8% | -45.9% |
| 1Y | -21.8% | +62.1% | -83.9% | -37.3% |
| 3Y | +71.6% | +169.1% | -97.4% | +2.5% |
| All | +94.1% | +140.4% | -46.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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