+109.8%
CRH vs DOC
-22.3%
+132.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +17.2% | +6.6% | +10.6% | +14.5% |
| 3M | -3.8% | -1.1% | -2.7% | -3.4% |
| 6M | -15.0% | +4.8% | -19.9% | -16.7% |
| YTD | -23.9% | +32.1% | -56.0% | -32.4% |
| 1Y | -16.2% | +21.9% | -38.1% | -23.2% |
| 3Y | +65.1% | +51.4% | +13.7% | +34.3% |
| 5Y | +109.8% | -21.2% | +131.0% | +142.5% |
| All | +109.8% | -22.3% | +132.2% | +142.5% |
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 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