-14.6%
CRH vs NWSA
+5.5%
-20.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | -5.4% | +4.6% | -9.9% | -6.0% |
| 3M | -11.2% | +13.2% | -24.4% | -12.8% |
| 6M | -15.8% | +27.0% | -42.8% | -18.9% |
| YTD | -23.6% | +16.8% | -40.5% | -25.6% |
| 1Y | -14.6% | +4.5% | -19.1% | -14.6% |
| All | -14.6% | +5.5% | -20.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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