+97.8%
CRH vs DOCS
-41.2%
+139.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -3.6% | -8.1% | +4.5% | -2.6% |
| 30D | -10.8% | -5.6% | -5.2% | -10.3% |
| 3M | -13.5% | +18.3% | -31.8% | -15.8% |
| 6M | -15.4% | -5.1% | -10.3% | -16.1% |
| YTD | -27.6% | -45.4% | +17.8% | -23.5% |
| 1Y | -18.4% | -65.2% | +46.8% | -9.1% |
| 3Y | +72.5% | +6.6% | +65.9% | +62.7% |
| 5Y | +99.2% | -76.1% | +175.3% | +101.2% |
| All | +97.8% | -41.2% | +139.1% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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