+4,597.6%
COP vs CRH
+6,046.1%
-1,448.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.3% | -6.1% | +8.4% | +3.8% |
| 30D | +8.6% | -9.3% | +17.9% | +11.1% |
| 3M | +19.9% | -15.2% | +35.0% | +24.0% |
| 6M | +19.0% | -14.2% | +33.2% | +21.5% |
| YTD | +50.0% | -28.3% | +78.2% | +59.8% |
| 1Y | +50.5% | -21.8% | +72.3% | +56.2% |
| 3Y | +25.2% | +71.6% | -46.4% | +4.0% |
| 5Y | +194.3% | +96.6% | +97.7% | +132.1% |
| 10Y | +342.9% | +253.8% | +89.0% | +204.6% |
| All | +4,597.6% | +6,046.1% | -1,448.4% | +2,613.1% |
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