-13.6%
CRH vs DOC
+22.3%
-35.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.6% | +1.0% | -3.6% | -2.8% |
| 30D | +18.8% | +8.1% | +10.6% | +16.7% |
| 3M | -4.6% | +0.9% | -5.5% | -5.0% |
| 6M | -13.8% | +6.3% | -20.1% | -14.7% |
| YTD | -22.0% | +33.8% | -55.8% | -24.4% |
| 1Y | -13.6% | +21.6% | -35.2% | -15.5% |
| All | -13.6% | +22.3% | -35.9% | -15.5% |
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