+45.7%
DUK vs CRH
+70.5%
-24.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | -6.1% | +5.4% | -0.6% |
| 30D | -2.4% | -9.3% | +6.8% | -2.4% |
| 3M | -3.0% | -15.2% | +12.2% | -2.8% |
| 6M | -6.6% | -14.2% | +7.7% | -6.3% |
| YTD | +4.6% | -28.3% | +32.8% | +4.8% |
| 1Y | +1.2% | -21.8% | +23.0% | +1.4% |
| 3Y | +45.7% | +71.6% | -26.0% | +30.8% |
| All | +45.7% | +70.5% | -24.8% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling