+830.2%
COHR vs CRH
+70.5%
+759.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.4% |
| 7D | +8.3% | -6.1% | +14.4% | +13.3% |
| 30D | -14.1% | -9.3% | -4.9% | -7.8% |
| 3M | -16.0% | -15.2% | -0.8% | -6.1% |
| 6M | +21.5% | -14.2% | +35.7% | +33.1% |
| YTD | +65.4% | -28.3% | +93.7% | +108.6% |
| 1Y | +195.0% | -21.8% | +216.8% | +241.6% |
| 3Y | +830.2% | +71.6% | +758.5% | +535.3% |
| All | +830.2% | +70.5% | +759.7% | +535.3% |
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