+6,622.9%
CRH vs DOC
+2,970.5%
+3,652.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +3.6% | +4.3% | -0.8% | +2.0% |
| 30D | +18.8% | +9.2% | +9.6% | +15.1% |
| 3M | -3.3% | -0.8% | -2.5% | -3.1% |
| 6M | -14.2% | +7.1% | -21.3% | -16.5% |
| YTD | -21.5% | +34.0% | -55.5% | -30.2% |
| 1Y | -14.1% | +23.2% | -37.3% | -21.3% |
| 3Y | +70.3% | +53.6% | +16.7% | +41.7% |
| 5Y | +119.8% | -20.4% | +140.2% | +130.1% |
| 10Y | +255.6% | +23.4% | +232.2% | +206.4% |
| All | +6,622.9% | +2,970.5% | +3,652.4% | +4,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling