+2,044.0%
CRH vs DGX
+8,778.1%
-6,734.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -6.1% | -0.9% | -5.2% | -5.8% |
| 30D | -9.3% | -1.2% | -8.1% | -9.0% |
| 3M | -15.2% | +15.8% | -31.0% | -18.4% |
| 6M | -14.2% | +18.2% | -32.4% | -17.9% |
| YTD | -28.3% | +37.2% | -65.5% | -34.0% |
| 1Y | -21.8% | +30.4% | -52.1% | -27.2% |
| 3Y | +71.6% | +96.7% | -25.1% | +42.5% |
| 5Y | +96.6% | +67.2% | +29.4% | +69.2% |
| 10Y | +253.8% | +253.9% | -0.1% | +152.8% |
| All | +2,044.0% | +8,778.1% | -6,734.2% | +1,025.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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