+245.6%
CRH vs VIVK
-100.0%
+345.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | -6.1% | -4.4% | -1.7% | -6.0% |
| 30D | -9.3% | -40.8% | +31.5% | -9.1% |
| 3M | -15.2% | -94.1% | +79.0% | -14.4% |
| 6M | -14.2% | -98.2% | +84.0% | -13.1% |
| YTD | -28.3% | -98.0% | +69.8% | -27.6% |
| 1Y | -21.8% | -100.0% | +78.2% | -19.9% |
| 3Y | +71.6% | -100.0% | +171.6% | +74.9% |
| 5Y | +96.6% | -100.0% | +196.6% | +100.5% |
| All | +245.6% | -100.0% | +345.6% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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