+71.6%
CRH vs NXT
+90.7%
-19.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -6.1% | -1.9% | -4.2% | -5.8% |
| 30D | -9.3% | -20.0% | +10.8% | -6.8% |
| 3M | -15.2% | -30.7% | +15.5% | -11.7% |
| 6M | -14.2% | -29.0% | +14.8% | -11.5% |
| YTD | -28.3% | -4.8% | -23.4% | -28.7% |
| 1Y | -21.8% | +22.8% | -44.6% | -24.9% |
| 3Y | +71.6% | +93.9% | -22.3% | +57.6% |
| All | +71.6% | +90.7% | -19.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling