+6,046.1%
CRH vs VMC
+3,120.6%
+2,925.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | -6.1% | -3.8% | -2.3% | -4.3% |
| 30D | -9.3% | -9.7% | +0.4% | -4.8% |
| 3M | -15.2% | -9.6% | -5.6% | -10.9% |
| 6M | -14.2% | -4.8% | -9.4% | -11.7% |
| YTD | -28.3% | -10.9% | -17.4% | -24.0% |
| 1Y | -21.8% | -15.6% | -6.2% | -15.0% |
| 3Y | +71.6% | +19.3% | +52.3% | +60.6% |
| 5Y | +96.6% | +48.0% | +48.6% | +67.5% |
| 10Y | +253.8% | +155.4% | +98.5% | +132.4% |
| All | +6,046.1% | +3,120.6% | +2,925.5% | +2,502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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