+260.4%
CRH vs DOC
+21.1%
+239.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.3% |
| 7D | +1.2% | +5.9% | -4.7% | -1.1% |
| 30D | +19.9% | +10.3% | +9.6% | +15.1% |
| 3M | -2.3% | -2.2% | -0.1% | -1.6% |
| 6M | -13.4% | +8.2% | -21.6% | -16.4% |
| YTD | -20.8% | +35.4% | -56.2% | -31.3% |
| 1Y | -12.5% | +23.6% | -36.2% | -21.2% |
| 3Y | +76.2% | +57.3% | +18.9% | +39.8% |
| 5Y | +119.9% | -19.6% | +139.5% | +133.6% |
| 10Y | +260.4% | +20.8% | +239.6% | +225.0% |
| All | +260.4% | +21.1% | +239.3% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling