+3,268.7%
CRH vs DRI
+7,246.7%
-3,977.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -4.8% | -4.8% | +0.1% | -3.4% |
| 30D | -13.1% | -5.2% | -7.9% | -11.8% |
| 3M | -12.0% | +2.7% | -14.7% | -12.7% |
| 6M | -16.9% | +3.6% | -20.5% | -17.9% |
| YTD | -29.0% | +15.4% | -44.4% | -32.2% |
| 1Y | -20.3% | +1.3% | -21.6% | -21.2% |
| 3Y | +69.2% | +53.1% | +16.1% | +47.3% |
| 5Y | +94.6% | +64.6% | +30.1% | +64.9% |
| 10Y | +250.3% | +349.5% | -99.2% | +111.9% |
| All | +3,268.7% | +7,246.7% | -3,977.9% | +1,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling