+70.1%
CRH vs VLTO
+23.4%
+46.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -4.8% | -4.5% | -0.2% | -2.8% |
| 30D | -13.1% | -4.6% | -8.5% | -11.3% |
| 3M | -12.0% | +13.3% | -25.2% | -16.7% |
| 6M | -16.9% | +2.1% | -19.0% | -17.8% |
| YTD | -29.0% | -6.1% | -22.9% | -27.1% |
| 1Y | -20.3% | -11.4% | -9.0% | -16.1% |
| All | +70.1% | +23.4% | +46.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling