+65,045.6%
COHR vs CRH
+6,046.1%
+58,999.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.8% |
| 7D | +8.3% | -6.1% | +14.4% | +10.4% |
| 30D | -14.1% | -9.3% | -4.9% | -11.4% |
| 3M | -16.0% | -15.2% | -0.8% | -11.8% |
| 6M | +21.5% | -14.2% | +35.7% | +26.9% |
| YTD | +65.4% | -28.3% | +93.7% | +82.8% |
| 1Y | +195.0% | -21.8% | +216.8% | +217.1% |
| 3Y | +830.2% | +71.6% | +758.5% | +701.9% |
| 5Y | +397.1% | +96.6% | +300.5% | +312.8% |
| 10Y | +1,317.7% | +253.8% | +1,063.8% | +902.6% |
| All | +65,045.6% | +6,046.1% | +58,999.5% | +41,244.8% |
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