-21.8%
CRH vs NUE
+85.4%
-107.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.5% |
| 7D | -6.1% | -0.6% | -5.4% | -5.9% |
| 30D | -9.3% | -4.6% | -4.7% | -8.0% |
| 3M | -15.2% | -0.3% | -14.9% | -15.4% |
| 6M | -14.2% | +51.9% | -66.1% | -25.2% |
| YTD | -28.3% | +60.0% | -88.2% | -38.1% |
| 1Y | -21.8% | +82.9% | -104.7% | -34.5% |
| All | -21.8% | +85.4% | -107.2% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling