+404.9%
CORZ vs CRH
+28.8%
+376.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.8% |
| 7D | -3.0% | -4.8% | +1.8% | -0.1% |
| 30D | -12.1% | -13.1% | +1.0% | -4.3% |
| 3M | -32.4% | -12.0% | -20.4% | -28.0% |
| 6M | +12.4% | -16.9% | +29.2% | +23.3% |
| YTD | +19.3% | -29.0% | +48.3% | +47.4% |
| 1Y | +8.6% | -20.3% | +29.0% | +23.6% |
| All | +404.9% | +28.8% | +376.2% | +520.1% |
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 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