+99.2%
CRH vs DOCN
+98.3%
+0.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.0% |
| 7D | -3.6% | +26.5% | -30.1% | -6.9% |
| 30D | -10.8% | +2.3% | -13.1% | -11.6% |
| 3M | -13.5% | -21.2% | +7.7% | -11.7% |
| 6M | -15.4% | +130.6% | -146.0% | -29.9% |
| YTD | -27.6% | +175.7% | -203.3% | -42.2% |
| 1Y | -18.4% | +286.6% | -305.0% | -39.3% |
| 3Y | +72.5% | +394.1% | -321.6% | +18.3% |
| 5Y | +99.2% | +92.1% | +7.1% | +35.6% |
| All | +99.2% | +98.3% | +0.9% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling