-10.9%
CRH vs VG
-33.5%
+22.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -6.1% | +9.6% | -15.6% | -6.0% |
| 30D | -9.3% | +15.2% | -24.4% | -9.2% |
| 3M | -15.2% | +24.1% | -39.3% | -15.2% |
| 6M | -14.2% | +27.2% | -41.4% | -15.3% |
| YTD | -28.3% | +132.3% | -160.6% | -33.2% |
| 1Y | -21.8% | +15.7% | -37.5% | -22.6% |
| All | -10.9% | -33.5% | +22.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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