-29.4%
NOW vs CRH
-20.2%
-9.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.1% |
| 7D | -6.2% | -6.1% | -0.1% | -6.4% |
| 30D | +6.1% | -9.3% | +15.3% | +5.7% |
| 3M | +28.6% | -15.2% | +43.8% | +26.9% |
| 6M | +14.6% | -14.2% | +28.8% | +11.8% |
| YTD | -13.5% | -28.3% | +14.8% | -15.2% |
| 1Y | -29.4% | -21.8% | -7.6% | -31.6% |
| All | -29.4% | -20.2% | -9.2% | -31.6% |
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