+109.3%
CRH vs NVTS
-16.8%
+126.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.8% |
| 7D | -6.1% | -1.4% | -4.6% | -6.0% |
| 30D | -9.3% | -16.5% | +7.2% | -8.4% |
| 3M | -15.2% | -47.6% | +32.4% | -12.4% |
| 6M | -14.2% | +7.3% | -21.5% | -16.7% |
| YTD | -28.3% | +62.9% | -91.1% | -32.8% |
| 1Y | -21.8% | +91.3% | -113.1% | -28.4% |
| 3Y | +71.6% | +43.4% | +28.2% | +54.2% |
| All | +109.3% | -16.8% | +126.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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