+94.1%
CRH vs VIVK
-100.0%
+194.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.1% |
| 7D | -6.1% | -4.4% | -1.7% | -6.0% |
| 30D | -9.3% | -40.8% | +31.5% | -9.0% |
| 3M | -15.2% | -94.1% | +79.0% | -13.9% |
| 6M | -14.2% | -98.2% | +84.0% | -12.5% |
| YTD | -28.3% | -98.0% | +69.8% | -27.2% |
| 1Y | -21.8% | -100.0% | +78.2% | -18.5% |
| 3Y | +71.6% | -100.0% | +171.6% | +76.5% |
| All | +94.1% | -100.0% | +194.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling