-14.6%
CRH vs NTR
+43.1%
-57.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.2% |
| 7D | -1.7% | +8.1% | -9.8% | -0.6% |
| 30D | -5.4% | +18.8% | -24.1% | -3.0% |
| 3M | -11.2% | +16.2% | -27.4% | -9.1% |
| 6M | -15.8% | +9.8% | -25.6% | -14.7% |
| YTD | -23.6% | +30.9% | -54.5% | -21.5% |
| 1Y | -14.6% | +41.8% | -56.4% | -13.2% |
| All | -14.6% | +43.1% | -57.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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