+3.7%
NOW vs CRH
+93.9%
-90.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -6.2% | -6.1% | -0.1% | -3.5% |
| 30D | +6.1% | -9.3% | +15.3% | +10.6% |
| 3M | +28.6% | -15.2% | +43.8% | +37.6% |
| 6M | +14.6% | -14.2% | +28.8% | +19.6% |
| YTD | -13.5% | -28.3% | +14.8% | -1.8% |
| 1Y | -29.4% | -21.8% | -7.6% | -24.3% |
| 3Y | +9.4% | +71.6% | -62.3% | -30.3% |
| All | +3.7% | +93.9% | -90.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling