+245.6%
CRH vs NUE
+599.8%
-354.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.3% |
| 7D | -6.1% | -0.6% | -5.4% | -5.8% |
| 30D | -9.3% | -4.6% | -4.7% | -7.6% |
| 3M | -15.2% | -0.3% | -14.9% | -15.6% |
| 6M | -14.2% | +51.9% | -66.1% | -29.1% |
| YTD | -28.3% | +60.0% | -88.2% | -42.3% |
| 1Y | -21.8% | +82.9% | -104.7% | -41.0% |
| 3Y | +71.6% | +66.0% | +5.6% | +30.1% |
| 5Y | +96.6% | +149.0% | -52.3% | +14.7% |
| All | +245.6% | +599.8% | -354.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling