+138.6%
NOK vs CRH
+253.3%
-114.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.4% |
| 7D | +11.0% | -6.1% | +17.0% | +13.5% |
| 30D | +7.8% | -9.3% | +17.1% | +11.8% |
| 3M | -21.0% | -15.2% | -5.8% | -16.4% |
| 6M | +40.9% | -14.2% | +55.1% | +47.3% |
| YTD | +72.0% | -28.3% | +100.3% | +92.2% |
| 1Y | +140.9% | -21.8% | +162.7% | +158.8% |
| 3Y | +194.3% | +71.6% | +122.6% | +113.8% |
| 5Y | +112.5% | +96.6% | +15.9% | +41.1% |
| All | +138.6% | +253.3% | -114.8% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling