+1,098.4%
DIA vs CRH
+1,622.0%
-523.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -3.0% | -4.8% | +1.7% | -1.9% |
| 30D | -3.0% | -13.1% | +10.1% | +0.3% |
| 3M | +4.5% | -12.0% | +16.5% | +7.5% |
| 6M | +9.8% | -16.9% | +26.7% | +14.2% |
| YTD | +9.3% | -29.0% | +38.3% | +17.9% |
| 1Y | +16.0% | -20.3% | +36.3% | +21.4% |
| 3Y | +57.7% | +69.2% | -11.5% | +35.5% |
| 5Y | +63.8% | +94.6% | -30.9% | +34.2% |
| 10Y | +248.8% | +250.3% | -1.5% | +144.8% |
| All | +1,098.4% | +1,622.0% | -523.6% | +517.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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