+421.5%
CORZ vs CRH
+30.1%
+391.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.6% |
| 7D | +0.3% | -6.1% | +6.3% | +4.2% |
| 30D | -14.0% | -9.3% | -4.8% | -8.8% |
| 3M | -34.1% | -15.2% | -18.9% | -27.9% |
| 6M | +8.5% | -14.2% | +22.7% | +16.6% |
| YTD | +23.2% | -28.3% | +51.5% | +51.3% |
| 1Y | +15.4% | -21.8% | +37.1% | +33.2% |
| All | +421.5% | +30.1% | +391.4% | +536.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling