+108.7%
CRH vs DOCS
-36.0%
+144.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.7% |
| 7D | -1.7% | -1.4% | -0.2% | -1.5% |
| 30D | -5.4% | +21.8% | -27.2% | -8.1% |
| 3M | -11.2% | +27.3% | -38.5% | -14.3% |
| 6M | -15.8% | -0.3% | -15.5% | -16.9% |
| YTD | -23.6% | -40.5% | +16.9% | -20.1% |
| 1Y | -14.6% | -61.5% | +46.9% | -6.0% |
| 3Y | +74.3% | +8.2% | +66.1% | +64.2% |
| 5Y | +103.7% | -73.4% | +177.1% | +103.5% |
| All | +108.7% | -36.0% | +144.7% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling