+94.1%
CRH vs DE
+97.2%
-3.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -2.6% | -3.5% | -5.1% |
| 30D | -9.3% | +9.0% | -18.3% | -12.5% |
| 3M | -15.2% | +19.1% | -34.3% | -21.2% |
| 6M | -14.2% | +14.4% | -28.6% | -19.1% |
| YTD | -28.3% | +45.9% | -74.2% | -39.0% |
| 1Y | -21.8% | +43.6% | -65.4% | -33.3% |
| 3Y | +71.6% | +75.9% | -4.3% | +32.6% |
| All | +94.1% | +97.2% | -3.1% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling