+71.6%
CRH vs DRI
+54.5%
+17.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.1% | -3.2% | -2.8% | -4.9% |
| 30D | -9.3% | -7.8% | -1.5% | -6.6% |
| 3M | -15.2% | +0.4% | -15.5% | -15.5% |
| 6M | -14.2% | +4.8% | -19.0% | -15.9% |
| YTD | -28.3% | +16.7% | -45.0% | -32.5% |
| 1Y | -21.8% | +1.5% | -23.3% | -23.0% |
| 3Y | +71.6% | +56.3% | +15.4% | +46.5% |
| All | +71.6% | +54.5% | +17.1% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling