+94.1%
CRH vs NUE
+146.6%
-52.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.5% |
| 7D | -6.1% | -0.6% | -5.4% | -5.8% |
| 30D | -9.3% | -4.6% | -4.7% | -7.9% |
| 3M | -15.2% | -0.3% | -14.9% | -15.5% |
| 6M | -14.2% | +51.9% | -66.1% | -26.6% |
| YTD | -28.3% | +60.0% | -88.2% | -39.9% |
| 1Y | -21.8% | +82.9% | -104.7% | -37.8% |
| 3Y | +71.6% | +66.0% | +5.6% | +36.7% |
| All | +94.1% | +146.6% | -52.5% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling