-14.8%
CRH vs DG
+45.3%
-60.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.9% | +3.9% |
| 7D | +14.2% | +12.3% | +1.9% | +11.8% |
| 30D | +19.5% | +19.3% | +0.2% | +15.9% |
| 3M | +0.4% | +11.9% | -11.5% | -1.8% |
| 6M | -10.1% | +25.0% | -35.1% | -13.6% |
| YTD | -19.9% | +8.7% | -28.7% | -21.4% |
| 1Y | -14.8% | +44.7% | -59.5% | -17.4% |
| All | -14.8% | +45.3% | -60.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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