+444.5%
CORZ vs CRH
+33.1%
+411.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +7.1% |
| 7D | +16.6% | -0.6% | +17.2% | +16.7% |
| 30D | -10.9% | -9.5% | -1.4% | -5.5% |
| 3M | -31.0% | -10.4% | -20.6% | -27.3% |
| 6M | +26.0% | -14.2% | +40.2% | +35.5% |
| YTD | +28.6% | -26.6% | +55.2% | +55.5% |
| 1Y | +34.5% | -18.2% | +52.7% | +50.5% |
| All | +444.5% | +33.1% | +411.4% | +554.5% |
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 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