+5,984.3%
CRH vs VFC
+793.0%
+5,191.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -4.8% | -3.3% | -1.5% | -3.8% |
| 30D | -13.1% | -14.0% | +0.9% | -9.3% |
| 3M | -12.0% | -22.6% | +10.6% | -5.9% |
| 6M | -16.9% | -24.7% | +7.8% | -10.6% |
| YTD | -29.0% | -29.0% | 0.0% | -22.6% |
| 1Y | -20.3% | -13.8% | -6.5% | -18.8% |
| 3Y | +69.2% | -28.2% | +97.5% | +59.7% |
| 5Y | +94.6% | -79.0% | +173.6% | +165.3% |
| 10Y | +250.3% | -69.2% | +319.5% | +309.1% |
| All | +5,984.3% | +793.0% | +5,191.3% | +3,762.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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