+74.9%
CRH vs DOCS
+3.6%
+71.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.5% | -3.1% |
| 7D | -0.6% | -7.3% | +6.7% | +0.2% |
| 30D | -9.5% | -10.9% | +1.4% | -8.4% |
| 3M | -10.4% | +20.3% | -30.7% | -12.8% |
| 6M | -14.2% | -3.6% | -10.6% | -14.9% |
| YTD | -26.6% | -44.9% | +18.3% | -22.5% |
| 1Y | -18.2% | -64.9% | +46.6% | -9.1% |
| 3Y | +74.9% | +7.6% | +67.3% | +73.4% |
| All | +74.9% | +3.6% | +71.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling