-21.8%
CRH vs DD
+34.9%
-56.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.5% |
| 30D | -9.3% | -11.7% | +2.4% | -4.1% |
| 3M | -15.2% | -9.2% | -6.0% | -11.5% |
| 6M | -14.2% | -7.2% | -7.0% | -11.7% |
| YTD | -28.3% | +6.6% | -34.9% | -27.9% |
| 1Y | -21.8% | +32.0% | -53.8% | -25.6% |
| All | -21.8% | +34.9% | -56.7% | -25.6% |
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