+245.6%
CRH vs DE
+863.9%
-618.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -2.6% | -3.5% | -4.9% |
| 30D | -9.3% | +9.0% | -18.3% | -13.3% |
| 3M | -15.2% | +19.1% | -34.3% | -22.5% |
| 6M | -14.2% | +14.4% | -28.6% | -20.3% |
| YTD | -28.3% | +45.9% | -74.2% | -41.3% |
| 1Y | -21.8% | +43.6% | -65.4% | -35.8% |
| 3Y | +71.6% | +75.9% | -4.3% | +24.7% |
| 5Y | +96.6% | +98.8% | -2.1% | +28.6% |
| All | +245.6% | +863.9% | -618.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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