+458.1%
CRH vs DG
+560.3%
-102.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -6.1% | -6.5% | +0.4% | -4.8% |
| 30D | -9.3% | +4.2% | -13.4% | -10.1% |
| 3M | -15.2% | +9.5% | -24.7% | -16.9% |
| 6M | -14.2% | -13.1% | -1.1% | -12.2% |
| YTD | -28.3% | -4.8% | -23.4% | -28.0% |
| 1Y | -21.8% | +20.6% | -42.4% | -25.7% |
| 3Y | +71.6% | +4.9% | +66.7% | +61.2% |
| 5Y | +96.6% | -37.9% | +134.5% | +109.0% |
| 10Y | +253.8% | +102.2% | +151.6% | +165.6% |
| All | +458.1% | +560.3% | -102.3% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling