+245.6%
CRH vs COO
+17.0%
+228.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.1% | -22.5% | +16.5% | +4.0% |
| 30D | -9.3% | -29.7% | +20.5% | +4.6% |
| 3M | -15.2% | -20.1% | +5.0% | -7.6% |
| 6M | -14.2% | -26.9% | +12.7% | -3.1% |
| YTD | -28.3% | -34.2% | +6.0% | -15.2% |
| 1Y | -21.8% | -21.3% | -0.5% | -15.0% |
| 3Y | +71.6% | -38.7% | +110.3% | +100.8% |
| 5Y | +96.6% | -52.2% | +148.8% | +151.1% |
| All | +245.6% | +17.0% | +228.6% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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