+114.4%
CRH vs DOCS
-21.3%
+135.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +3.6% | -0.6% | +4.1% | +3.7% |
| 30D | +18.8% | +6.3% | +12.5% | +17.9% |
| 3M | -3.3% | +26.5% | -29.8% | -6.2% |
| 6M | -14.2% | +24.8% | -39.0% | -17.5% |
| YTD | -21.5% | -26.8% | +5.3% | -19.9% |
| 1Y | -14.1% | -38.3% | +24.2% | -10.6% |
| 3Y | +70.3% | +36.0% | +34.3% | +56.3% |
| 5Y | +119.8% | -55.0% | +174.8% | +112.8% |
| All | +114.4% | -21.3% | +135.7% | +102.1% |
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