-13.6%
CRH vs NVD
-30.3%
+16.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.5% | -0.8% | +6.0% |
| 7D | +14.2% | +15.0% | -0.8% | +15.2% |
| 30D | +19.5% | +39.3% | -19.7% | +22.5% |
| 3M | +0.4% | +3.1% | -2.8% | +0.9% |
| 6M | -10.1% | -19.0% | +8.8% | -11.0% |
| YTD | -19.9% | -35.5% | +15.6% | -23.4% |
| All | -13.6% | -30.3% | +16.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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