+245.6%
CRH vs COR
+406.5%
-160.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -2.8% | -3.2% | -5.3% |
| 30D | -9.3% | +2.6% | -11.8% | -9.9% |
| 3M | -15.2% | +14.5% | -29.7% | -18.5% |
| 6M | -14.2% | -7.8% | -6.4% | -13.0% |
| YTD | -28.3% | -4.2% | -24.0% | -28.3% |
| 1Y | -21.8% | +7.0% | -28.8% | -24.8% |
| 3Y | +71.6% | +85.5% | -13.9% | +33.6% |
| 5Y | +96.6% | +181.2% | -84.6% | +30.4% |
| All | +245.6% | +406.5% | -160.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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