-14.6%
CRH vs DLR
+19.9%
-34.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -1.7% | +1.6% | -3.2% | -2.2% |
| 30D | -5.4% | -3.4% | -2.0% | -4.3% |
| 3M | -11.2% | +0.5% | -11.7% | -11.7% |
| 6M | -15.8% | +4.6% | -20.4% | -17.3% |
| YTD | -23.6% | +23.4% | -47.0% | -28.8% |
| 1Y | -14.6% | +19.0% | -33.6% | -20.0% |
| All | -14.6% | +19.9% | -34.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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