-18.2%
CRH vs DOC
+20.2%
-38.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -0.6% | -1.5% | +0.8% | -0.4% |
| 30D | -9.5% | -3.7% | -5.7% | -8.8% |
| 3M | -10.4% | +5.2% | -15.6% | -11.0% |
| 6M | -14.2% | +22.5% | -36.7% | -16.8% |
| YTD | -26.6% | +33.2% | -59.8% | -29.8% |
| 1Y | -18.2% | +19.8% | -38.1% | -21.2% |
| All | -18.2% | +20.2% | -38.4% | -21.2% |
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