+259.0%
CRH vs DOC
+23.6%
+235.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.6% | +1.0% | -3.6% | -3.0% |
| 30D | +18.8% | +8.1% | +10.6% | +15.0% |
| 3M | -4.6% | +0.9% | -5.5% | -5.0% |
| 6M | -13.8% | +6.3% | -20.1% | -16.2% |
| YTD | -22.0% | +33.8% | -55.8% | -32.0% |
| 1Y | -13.6% | +21.6% | -35.2% | -21.6% |
| 3Y | +69.2% | +53.4% | +15.9% | +35.7% |
| 5Y | +117.9% | -21.0% | +138.9% | +133.2% |
| 10Y | +259.0% | +22.5% | +236.5% | +223.4% |
| All | +259.0% | +23.6% | +235.4% | +223.4% |
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 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