+102.2%
CRH vs NXT
+168.4%
-66.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -4.8% | -2.6% | -2.2% | -4.4% |
| 30D | -13.1% | -22.4% | +9.3% | -10.3% |
| 3M | -12.0% | -27.3% | +15.4% | -8.8% |
| 6M | -16.9% | -28.5% | +11.6% | -14.3% |
| YTD | -29.0% | -6.6% | -22.4% | -29.3% |
| 1Y | -20.3% | +20.4% | -40.7% | -23.5% |
| 3Y | +69.2% | +90.9% | -21.7% | +50.3% |
| All | +102.2% | +168.4% | -66.2% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling