-14.8%
CRH vs DRI
+34.0%
-48.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.5% |
| 7D | +14.2% | +6.5% | +7.7% | +11.4% |
| 30D | +19.5% | +16.4% | +3.1% | +12.8% |
| 3M | +0.4% | +13.6% | -13.3% | -4.8% |
| 6M | -10.1% | +22.0% | -32.2% | -16.9% |
| YTD | -19.9% | +29.3% | -49.2% | -29.5% |
| 1Y | -14.8% | +32.0% | -46.9% | -25.9% |
| All | -14.8% | +34.0% | -48.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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