+6,442.4%
CRH vs DOC
+2,974.4%
+3,468.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -5.4% | -4.8% | -0.6% | -3.7% |
| 3M | -11.2% | +6.9% | -18.1% | -13.4% |
| 6M | -15.8% | +20.7% | -36.6% | -22.1% |
| YTD | -23.6% | +34.1% | -57.8% | -32.1% |
| 1Y | -14.6% | +22.6% | -37.2% | -21.8% |
| 3Y | +74.3% | +20.8% | +53.5% | +57.8% |
| 5Y | +103.7% | -24.9% | +128.5% | +117.5% |
| 10Y | +261.4% | -1.8% | +263.3% | +235.9% |
| All | +6,442.4% | +2,974.4% | +3,468.0% | +4,144.8% |
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 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