+21.3%
NOK vs CRH
-13.9%
+35.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -3.0% |
| 7D | -10.4% | +14.2% | -24.6% | -11.7% |
| 30D | -19.0% | +19.5% | -38.6% | -20.6% |
| 3M | -16.7% | +0.4% | -17.1% | -16.9% |
| 6M | -37.1% | -10.1% | -27.0% | -36.1% |
| YTD | +27.7% | -19.9% | +47.6% | +29.3% |
| 1Y | +21.3% | -14.8% | +36.1% | +20.0% |
| All | +21.3% | -13.9% | +35.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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