+94.1%
CRH vs NTR
+45.7%
+48.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -9.3% | +16.8% | -26.0% | -11.2% |
| 3M | -15.2% | +20.7% | -35.9% | -17.6% |
| 6M | -14.2% | +0.5% | -14.7% | -14.6% |
| YTD | -28.3% | +29.2% | -57.4% | -31.9% |
| 1Y | -21.8% | +39.6% | -61.4% | -27.0% |
| 3Y | +71.6% | +37.9% | +33.7% | +58.2% |
| All | +94.1% | +45.7% | +48.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling