+245.6%
CRH vs DVA
+187.8%
+57.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -1.3% | -4.7% | -5.8% |
| 30D | -9.3% | 0.0% | -9.3% | -9.3% |
| 3M | -15.2% | -10.9% | -4.3% | -13.7% |
| 6M | -14.2% | +17.3% | -31.5% | -18.3% |
| YTD | -28.3% | +59.8% | -88.1% | -36.9% |
| 1Y | -21.8% | +36.3% | -58.0% | -28.7% |
| 3Y | +71.6% | +88.6% | -17.0% | +40.2% |
| 5Y | +96.6% | +47.5% | +49.1% | +66.6% |
| All | +245.6% | +187.8% | +57.8% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling