+245.6%
CRH vs VRSK
+126.1%
+119.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.1% | -5.2% | -0.9% | -4.1% |
| 30D | -9.3% | -2.3% | -7.0% | -8.7% |
| 3M | -15.2% | -2.9% | -12.3% | -14.9% |
| 6M | -14.2% | -12.8% | -1.4% | -10.7% |
| YTD | -28.3% | -20.8% | -7.4% | -22.5% |
| 1Y | -21.8% | -33.2% | +11.4% | -8.8% |
| 3Y | +71.6% | -26.6% | +98.2% | +85.2% |
| 5Y | +96.6% | -11.3% | +107.9% | +87.5% |
| All | +245.6% | +126.1% | +119.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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