+510.5%
CRH vs NWSA
+121.1%
+389.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.1% | -2.8% | -3.3% | -4.8% |
| 30D | -9.3% | +3.0% | -12.3% | -10.6% |
| 3M | -15.2% | +12.3% | -27.5% | -20.1% |
| 6M | -14.2% | +21.9% | -36.1% | -22.5% |
| YTD | -28.3% | +13.6% | -41.8% | -33.3% |
| 1Y | -21.8% | +0.5% | -22.3% | -23.3% |
| 3Y | +71.6% | +43.8% | +27.9% | +40.9% |
| 5Y | +96.6% | +41.2% | +55.4% | +58.8% |
| 10Y | +253.8% | +148.6% | +105.2% | +102.5% |
| All | +510.5% | +121.1% | +389.5% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling