-14.6%
CRH vs DOC
+23.9%
-38.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -5.4% | -4.8% | -0.6% | -4.5% |
| 3M | -11.2% | +6.9% | -18.1% | -12.0% |
| 6M | -15.8% | +20.7% | -36.6% | -18.3% |
| YTD | -23.6% | +34.1% | -57.8% | -27.1% |
| 1Y | -14.6% | +22.6% | -37.2% | -18.4% |
| All | -14.6% | +23.9% | -38.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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