-14.6%
CRH vs DG
+23.4%
-38.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | -1.7% | +8.4% | -10.1% | -2.7% |
| 30D | -5.4% | +4.9% | -10.3% | -6.0% |
| 3M | -11.2% | +29.3% | -40.5% | -14.0% |
| 6M | -15.8% | -11.3% | -4.6% | -16.8% |
| YTD | -23.6% | +1.8% | -25.4% | -24.2% |
| 1Y | -14.6% | +25.3% | -39.9% | -16.6% |
| All | -14.6% | +23.4% | -38.0% | -16.6% |
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