+245.6%
CRH vs COPX
+583.8%
-338.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -6.1% | -2.3% | -3.7% | -5.3% |
| 30D | -9.3% | +0.3% | -9.5% | -9.7% |
| 3M | -15.2% | +6.8% | -22.0% | -18.6% |
| 6M | -14.2% | +7.9% | -22.2% | -19.2% |
| YTD | -28.3% | +23.7% | -52.0% | -37.5% |
| 1Y | -21.8% | +71.5% | -93.3% | -42.2% |
| 3Y | +71.6% | +149.1% | -77.5% | +1.7% |
| 5Y | +96.6% | +167.3% | -70.7% | +7.8% |
| All | +245.6% | +583.8% | -338.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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