-14.8%
CRH vs DD
+49.3%
-64.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.4% |
| 7D | +14.2% | +8.7% | +5.5% | +9.3% |
| 30D | +19.5% | +15.3% | +4.2% | +10.9% |
| 3M | +0.4% | +5.9% | -5.6% | -2.7% |
| 6M | -10.1% | +11.6% | -21.7% | -15.6% |
| YTD | -19.9% | +26.5% | -46.5% | -26.3% |
| 1Y | -14.8% | +35.4% | -50.2% | -22.5% |
| All | -14.8% | +49.3% | -64.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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