+143.3%
CRH vs DOCN
+171.0%
-27.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.0% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | -5.4% | -9.6% | +4.3% | -4.4% |
| 3M | -11.2% | -37.7% | +26.5% | -6.4% |
| 6M | -15.8% | +115.2% | -131.1% | -28.7% |
| YTD | -23.6% | +133.7% | -157.4% | -36.5% |
| 1Y | -14.6% | +250.2% | -264.8% | -34.3% |
| 3Y | +74.3% | +320.3% | -246.0% | +26.2% |
| 5Y | +103.7% | +53.1% | +50.6% | +57.0% |
| All | +143.3% | +171.0% | -27.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling