+94.1%
CRH vs DRI
+65.5%
+28.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -6.1% | -3.2% | -2.8% | -4.7% |
| 30D | -9.3% | -7.8% | -1.5% | -6.0% |
| 3M | -15.2% | +0.4% | -15.5% | -15.5% |
| 6M | -14.2% | +4.8% | -19.0% | -16.3% |
| YTD | -28.3% | +16.7% | -45.0% | -33.6% |
| 1Y | -21.8% | +1.5% | -23.3% | -23.3% |
| 3Y | +71.6% | +56.3% | +15.4% | +35.1% |
| All | +94.1% | +65.5% | +28.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling