+6,480.6%
CRH vs DOC
+2,947.9%
+3,532.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +4.4% | +6.5% | -2.1% | +2.1% |
| 30D | +16.4% | +9.2% | +7.2% | +12.8% |
| 3M | -2.5% | -2.5% | 0.0% | -1.7% |
| 6M | -16.9% | +7.1% | -23.9% | -19.0% |
| YTD | -23.2% | +33.0% | -56.2% | -31.5% |
| 1Y | -16.5% | +23.3% | -39.7% | -23.6% |
| 3Y | +73.0% | +44.9% | +28.0% | +46.9% |
| 5Y | +118.3% | -21.6% | +140.0% | +129.8% |
| 10Y | +285.8% | +17.4% | +268.4% | +237.8% |
| All | +6,480.6% | +2,947.9% | +3,532.6% | +4,182.4% |
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