+148.5%
CRH vs DOCN
+110.0%
+38.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.2% | -1.8% |
| 7D | -2.6% | +3.7% | -6.3% | -3.2% |
| 30D | +18.8% | -33.7% | +52.4% | +24.1% |
| 3M | -4.6% | -27.9% | +23.3% | -2.2% |
| 6M | -13.8% | -46.4% | +32.6% | -9.1% |
| YTD | -22.0% | +81.1% | -103.1% | -34.0% |
| 1Y | -13.6% | +74.3% | -87.9% | -26.5% |
| 3Y | +69.2% | +245.8% | -176.6% | +24.3% |
| 5Y | +117.9% | -23.7% | +141.6% | +73.7% |
| All | +148.5% | +110.0% | +38.5% | +97.6% |
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