+2,523.6%
DUK vs CRH
+6,046.1%
-3,522.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -6.1% | +5.4% | 0.0% |
| 30D | -2.4% | -9.3% | +6.8% | -1.5% |
| 3M | -3.0% | -15.2% | +12.2% | -1.4% |
| 6M | -6.6% | -14.2% | +7.7% | -5.3% |
| YTD | +4.6% | -28.3% | +32.8% | +7.9% |
| 1Y | +1.2% | -21.8% | +23.0% | +3.3% |
| 3Y | +45.7% | +71.6% | -26.0% | +34.3% |
| 5Y | +40.3% | +96.6% | -56.3% | +26.1% |
| 10Y | +129.9% | +253.8% | -124.0% | +90.2% |
| All | +2,523.6% | +6,046.1% | -3,522.5% | +1,781.2% |
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