+101.7%
CRH vs DOCS
-75.4%
+177.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.5% | -2.9% |
| 7D | -0.6% | -7.3% | +6.7% | +0.3% |
| 30D | -9.5% | -10.9% | +1.4% | -8.2% |
| 3M | -10.4% | +20.3% | -30.7% | -13.2% |
| 6M | -14.2% | -3.6% | -10.6% | -15.1% |
| YTD | -26.6% | -44.9% | +18.3% | -21.9% |
| 1Y | -18.2% | -64.9% | +46.6% | -7.7% |
| 3Y | +74.9% | +7.6% | +67.3% | +62.2% |
| 5Y | +101.7% | -74.0% | +175.7% | +104.4% |
| All | +101.7% | -75.4% | +177.1% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling