-14.1%
CRH vs NTRS
+39.6%
-53.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +3.6% | +3.1% | +0.5% | +2.1% |
| 30D | +18.8% | +5.8% | +13.0% | +15.6% |
| 3M | -3.3% | -4.9% | +1.5% | -1.3% |
| 6M | -14.2% | +11.9% | -26.1% | -20.1% |
| YTD | -21.5% | +32.2% | -53.7% | -35.2% |
| 1Y | -14.1% | +39.6% | -53.7% | -31.4% |
| All | -14.1% | +39.6% | -53.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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