+141.5%
CRH vs DOCN
+108.0%
+33.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | -1.3% | +19.1% | -20.4% | -3.6% |
| 30D | +18.1% | -21.0% | +39.1% | +20.8% |
| 3M | -3.9% | -34.7% | +30.9% | 0.0% |
| 6M | -13.3% | -45.8% | +32.5% | -8.8% |
| YTD | -24.2% | +79.4% | -103.6% | -35.8% |
| 1Y | -14.9% | +91.0% | -105.9% | -28.7% |
| 3Y | +64.9% | +237.5% | -172.6% | +21.5% |
| 5Y | +109.0% | -30.4% | +139.4% | +67.4% |
| All | +141.5% | +108.0% | +33.5% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling