+245.6%
CRH vs VNQ
+64.0%
+181.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.1% |
| 30D | -9.3% | -2.6% | -6.7% | -7.4% |
| 3M | -15.2% | -2.0% | -13.2% | -13.8% |
| 6M | -14.2% | +4.3% | -18.5% | -16.9% |
| YTD | -28.3% | +9.2% | -37.5% | -33.0% |
| 1Y | -21.8% | +5.6% | -27.4% | -25.1% |
| 3Y | +71.6% | +30.8% | +40.8% | +37.9% |
| 5Y | +96.6% | +8.0% | +88.6% | +83.4% |
| All | +245.6% | +64.0% | +181.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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