+25.2%
COP vs CRH
+70.5%
-45.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | +2.3% | -6.1% | +8.4% | +2.6% |
| 30D | +8.6% | -9.3% | +17.9% | +9.1% |
| 3M | +19.9% | -15.2% | +35.0% | +20.7% |
| 6M | +19.0% | -14.2% | +33.2% | +18.9% |
| YTD | +50.0% | -28.3% | +78.2% | +54.4% |
| 1Y | +50.5% | -21.8% | +72.3% | +51.6% |
| 3Y | +25.2% | +71.6% | -46.4% | +11.7% |
| All | +25.2% | +70.5% | -45.3% | +11.7% |
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