+8.2%
NOW vs CRH
+68.8%
-60.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -9.9% | -4.8% | -5.1% | -8.6% |
| 30D | +2.8% | -13.1% | +16.0% | +7.2% |
| 3M | +23.7% | -12.0% | +35.6% | +27.8% |
| 6M | +12.5% | -16.9% | +29.4% | +16.7% |
| YTD | -14.4% | -29.0% | +14.6% | -6.0% |
| 1Y | -29.0% | -20.3% | -8.7% | -26.6% |
| All | +8.2% | +68.8% | -60.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling