-14.1%
CRH vs DOCS
-40.0%
+25.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +3.6% | -0.6% | +4.1% | +3.7% |
| 30D | +18.8% | +6.3% | +12.5% | +18.2% |
| 3M | -3.3% | +26.5% | -29.8% | -5.1% |
| 6M | -14.2% | +24.8% | -39.0% | -16.6% |
| YTD | -21.5% | -26.8% | +5.3% | -18.8% |
| 1Y | -14.1% | -38.3% | +24.2% | -8.0% |
| All | -14.1% | -40.0% | +25.9% | -8.0% |
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