+108.1%
CRH vs DOC
-24.5%
+132.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -5.4% | -4.8% | -0.6% | -3.7% |
| 3M | -11.2% | +6.9% | -18.1% | -13.5% |
| 6M | -15.8% | +20.7% | -36.6% | -22.1% |
| YTD | -23.6% | +34.1% | -57.8% | -32.5% |
| 1Y | -14.6% | +22.6% | -37.2% | -21.9% |
| 3Y | +74.3% | +20.8% | +53.5% | +59.8% |
| All | +108.1% | -24.5% | +132.7% | +138.8% |
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