+194.8%
COHR vs CRH
-14.7%
+209.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +5.5% |
| 7D | +1.0% | -1.7% | +2.6% | +1.7% |
| 30D | -14.1% | -5.4% | -8.8% | -12.0% |
| 3M | -33.2% | -11.2% | -22.0% | -29.7% |
| 6M | +2.5% | -15.8% | +18.4% | +10.9% |
| YTD | +52.7% | -23.6% | +76.3% | +70.8% |
| 1Y | +194.8% | -14.6% | +209.4% | +202.6% |
| All | +194.8% | -14.7% | +209.5% | +202.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling