+75.8%
CRH vs VLTO
+26.2%
+49.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | -0.6% | -1.6% | +0.9% | 0.0% |
| 30D | -9.5% | -2.9% | -6.6% | -8.3% |
| 3M | -10.4% | +12.7% | -23.1% | -15.1% |
| 6M | -14.2% | +1.6% | -15.8% | -14.9% |
| YTD | -26.6% | -4.0% | -22.6% | -25.4% |
| 1Y | -18.2% | -10.2% | -8.1% | -14.4% |
| All | +75.8% | +26.2% | +49.6% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling