Non-volatile memory (NVM) promises persistent main memory that remains correct despite loss of power. This has sparked a line of research into algorithms that can recover from a system crash. Since caches are expected to remain volatile, concurrent data structures and algorithms must be redesigned to guarantee that they are left in a consistent state after a system crash, and that the execution can be continued upon recovery. However, the prospect of redesigning every concurrent data structure or algorithm before it can be used in NVM architectures is daunting. In this paper, we present a construction that takes any concurrent program with reads, writes and CASs to shared memory and makes it persistent, i.e., can be continued after one or more processes fault and have to restart. Importantly the converted algorithm has constant computational delay (preserves instruction counts on each process within a constant factor), as well as constant recovery delay (a process can recover from a fault in a constant number of instructions). We show this first for a simple transformation, and then present optimizations to make it more practical, allowing for a tradeoff for better constant factors in computational delay, for sometimes increased recovery delay. We also provide an optimized transformation that works for any normalized lock-free data structure, thus allowing more efficient constructions for a large class of concurrent algorithms. We experimentally evaluate our transformations by applying them to a queue.