-13.3%
CRH vs DOCU
+10.8%
-24.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +1.2% | -4.8% | +6.0% | +1.4% |
| 30D | +19.9% | +9.4% | +10.5% | +19.4% |
| 3M | -2.3% | +29.0% | -31.4% | -3.5% |
| 6M | -13.4% | +62.3% | -75.8% | -15.0% |
| YTD | -20.8% | +13.7% | -34.5% | -19.1% |
| All | -13.3% | +10.8% | -24.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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