+295.8%
CRH vs VEU
+188.0%
+107.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.2% |
| 7D | -6.1% | -1.4% | -4.6% | -4.4% |
| 30D | -9.3% | -0.4% | -8.9% | -8.8% |
| 3M | -15.2% | +2.5% | -17.7% | -17.9% |
| 6M | -14.2% | +11.1% | -25.4% | -24.5% |
| YTD | -28.3% | +16.5% | -44.8% | -40.3% |
| 1Y | -21.8% | +22.9% | -44.7% | -39.0% |
| 3Y | +71.6% | +73.4% | -1.8% | -10.2% |
| 5Y | +96.6% | +56.1% | +40.5% | +18.3% |
| 10Y | +253.8% | +153.0% | +100.9% | +25.6% |
| All | +295.8% | +188.0% | +107.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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