+6,101.6%
CRH vs COO
+5,454.1%
+647.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | -0.9% |
| 7D | -3.6% | -9.0% | +5.4% | -2.9% |
| 30D | -10.8% | -16.8% | +6.0% | -9.6% |
| 3M | -13.5% | -7.5% | -6.0% | -13.0% |
| 6M | -15.4% | -16.3% | +0.8% | -14.3% |
| YTD | -27.6% | -22.5% | -5.1% | -26.2% |
| 1Y | -18.4% | -7.0% | -11.4% | -18.0% |
| 3Y | +72.5% | -27.5% | +100.0% | +76.0% |
| 5Y | +99.2% | -43.3% | +142.5% | +106.3% |
| 10Y | +257.0% | +37.6% | +219.5% | +251.4% |
| All | +6,101.6% | +5,454.1% | +647.5% | +5,561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling