+63.6%
CRH vs NVD
-99.1%
+162.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -6.1% | +10.8% | -16.9% | -4.9% |
| 30D | -9.3% | +0.8% | -10.0% | -8.9% |
| 3M | -15.2% | -20.8% | +5.6% | -16.7% |
| 6M | -14.2% | -41.2% | +26.9% | -18.0% |
| YTD | -28.3% | -44.2% | +15.9% | -31.5% |
| 1Y | -21.8% | -54.2% | +32.4% | -26.3% |
| 3Y | +71.6% | -99.1% | +170.8% | +6.1% |
| All | +63.6% | -99.1% | +162.8% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling