+71.6%
CRH vs DG
+4.6%
+67.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -6.1% | -6.5% | +0.4% | -5.8% |
| 30D | -9.3% | +4.2% | -13.4% | -9.4% |
| 3M | -15.2% | +9.5% | -24.7% | -15.5% |
| 6M | -14.2% | -13.1% | -1.1% | -14.4% |
| YTD | -28.3% | -4.8% | -23.4% | -28.3% |
| 1Y | -21.8% | +20.6% | -42.4% | -22.0% |
| 3Y | +71.6% | +4.9% | +66.7% | +84.4% |
| All | +71.6% | +4.6% | +67.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling