+228.8%
CRH vs DOCU
+80.0%
+148.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.9% |
| 7D | -1.7% | +6.9% | -8.6% | -2.6% |
| 30D | -5.4% | +19.0% | -24.4% | -7.9% |
| 3M | -11.2% | +34.3% | -45.5% | -15.4% |
| 6M | -15.8% | +48.0% | -63.9% | -21.5% |
| YTD | -23.6% | 0.0% | -23.6% | -24.6% |
| 1Y | -14.6% | -10.3% | -4.3% | -14.7% |
| 3Y | +74.3% | +32.4% | +41.9% | +60.3% |
| 5Y | +103.7% | -77.9% | +181.6% | +118.1% |
| All | +228.8% | +80.0% | +148.8% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling