+245.6%
CRH vs DD
+66.6%
+179.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -3.5% | -2.6% | -4.3% |
| 30D | -9.3% | -11.7% | +2.4% | -3.1% |
| 3M | -15.2% | -9.2% | -6.0% | -10.8% |
| 6M | -14.2% | -7.2% | -7.0% | -11.1% |
| YTD | -28.3% | +6.6% | -34.9% | -31.1% |
| 1Y | -21.8% | +32.0% | -53.8% | -33.6% |
| 3Y | +71.6% | +42.1% | +29.5% | +36.0% |
| 5Y | +96.6% | +58.1% | +38.6% | +44.8% |
| All | +245.6% | +66.6% | +179.0% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling