+71.6%
CRH vs DD
+41.1%
+30.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.0% |
| 3M | -15.2% | -9.2% | -6.0% | -11.4% |
| 6M | -14.2% | -7.2% | -7.0% | -11.5% |
| YTD | -28.3% | +6.6% | -34.9% | -30.4% |
| 1Y | -21.8% | +32.0% | -53.8% | -31.4% |
| 3Y | +71.6% | +42.1% | +29.5% | +49.5% |
| All | +71.6% | +41.1% | +30.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling