+245.6%
CRH vs ITOT
+303.4%
-57.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.1% |
| 7D | -6.1% | -0.9% | -5.2% | -5.1% |
| 30D | -9.3% | -1.5% | -7.8% | -7.7% |
| 3M | -15.2% | +3.6% | -18.8% | -18.5% |
| 6M | -14.2% | +13.7% | -27.9% | -25.6% |
| YTD | -28.3% | +12.9% | -41.2% | -37.2% |
| 1Y | -21.8% | +17.2% | -39.0% | -34.3% |
| 3Y | +71.6% | +75.6% | -4.0% | -6.7% |
| 5Y | +96.6% | +75.5% | +21.1% | +7.3% |
| All | +245.6% | +303.4% | -57.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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