+2,564.8%
NOW vs CRH
+570.6%
+1,994.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -4.1% | -3.6% | -0.5% | -2.6% |
| 30D | +2.9% | -10.8% | +13.7% | +8.0% |
| 3M | +22.6% | -13.5% | +36.1% | +29.7% |
| 6M | +7.5% | -15.4% | +23.0% | +13.3% |
| YTD | -14.4% | -27.6% | +13.2% | -3.8% |
| 1Y | -29.8% | -18.4% | -11.4% | -26.0% |
| 3Y | +9.2% | +72.5% | -63.3% | -21.6% |
| 5Y | +0.8% | +99.2% | -98.3% | -33.5% |
| 10Y | +790.9% | +257.0% | +533.9% | +314.9% |
| All | +2,564.8% | +570.6% | +1,994.3% | +828.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling