+113.7%
CRH vs DOC
-21.4%
+135.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +4.4% | +6.5% | -2.1% | +2.0% |
| 30D | +16.4% | +9.2% | +7.2% | +12.6% |
| 3M | -2.5% | -2.5% | 0.0% | -1.7% |
| 6M | -16.9% | +7.1% | -23.9% | -19.1% |
| YTD | -23.2% | +33.0% | -56.2% | -32.0% |
| 1Y | -16.5% | +23.3% | -39.7% | -23.8% |
| 3Y | +73.0% | +44.9% | +28.0% | +43.8% |
| All | +113.7% | -21.4% | +135.2% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling