+245.6%
CRH vs NYT
+489.9%
-244.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -9.3% | +4.6% | -13.9% | -10.3% |
| 3M | -15.2% | -9.6% | -5.6% | -13.5% |
| 6M | -14.2% | -14.0% | -0.2% | -11.4% |
| YTD | -28.3% | -2.8% | -25.4% | -28.5% |
| 1Y | -21.8% | +15.6% | -37.4% | -25.9% |
| 3Y | +71.6% | +56.3% | +15.3% | +46.3% |
| 5Y | +96.6% | +39.5% | +57.1% | +67.4% |
| All | +245.6% | +489.9% | -244.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling