+228.4%
CRH vs DT
+100.3%
+128.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -6.1% | -1.6% | -4.5% | -5.7% |
| 30D | -9.3% | +3.0% | -12.3% | -10.1% |
| 3M | -15.2% | +26.5% | -41.7% | -20.4% |
| 6M | -14.2% | +35.9% | -50.1% | -21.9% |
| YTD | -28.3% | +17.8% | -46.1% | -32.5% |
| 1Y | -21.8% | +4.1% | -25.8% | -24.1% |
| 3Y | +71.6% | +5.3% | +66.3% | +63.6% |
| 5Y | +96.6% | -27.2% | +123.8% | +95.3% |
| All | +228.4% | +100.3% | +128.2% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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