+633.5%
CRH vs DLR
+3,599.4%
-2,965.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | -4.3% | -5.0% | -7.8% |
| 3M | -15.2% | +3.8% | -19.0% | -17.0% |
| 6M | -14.2% | +5.8% | -20.0% | -16.6% |
| YTD | -28.3% | +23.5% | -51.8% | -34.5% |
| 1Y | -21.8% | +11.1% | -32.9% | -25.7% |
| 3Y | +71.6% | +57.9% | +13.7% | +39.4% |
| 5Y | +96.6% | +44.0% | +52.6% | +61.8% |
| 10Y | +253.8% | +176.0% | +77.9% | +108.9% |
| All | +633.5% | +3,599.4% | -2,965.9% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling