-18.4%
CRH vs DOCS
-65.3%
+46.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -3.6% | -8.1% | +4.5% | -2.9% |
| 30D | -10.8% | -5.6% | -5.2% | -10.5% |
| 3M | -13.5% | +18.3% | -31.8% | -15.0% |
| 6M | -15.4% | -5.1% | -10.3% | -15.6% |
| YTD | -27.6% | -45.4% | +17.8% | -23.3% |
| 1Y | -18.4% | -65.2% | +46.8% | -7.6% |
| All | -18.4% | -65.3% | +46.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling