+606.1%
COST vs CRH
+253.3%
+352.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | -1.2% | -6.1% | +4.9% | +0.1% |
| 30D | -4.7% | -9.3% | +4.6% | -2.8% |
| 3M | -7.1% | -15.2% | +8.1% | -4.1% |
| 6M | -8.5% | -14.2% | +5.7% | -6.3% |
| YTD | +5.4% | -28.3% | +33.6% | +12.1% |
| 1Y | -5.6% | -21.8% | +16.1% | -1.9% |
| 3Y | +68.5% | +71.6% | -3.1% | +42.5% |
| 5Y | +105.2% | +96.6% | +8.6% | +64.5% |
| All | +606.1% | +253.3% | +352.8% | +395.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling