+1,664.9%
CRH vs VRSN
+6,665.6%
-5,000.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -9.3% | +3.8% | -13.0% | -9.7% |
| 3M | -15.2% | +5.0% | -20.2% | -15.8% |
| 6M | -14.2% | +24.9% | -39.1% | -16.9% |
| YTD | -28.3% | +21.6% | -49.9% | -30.4% |
| 1Y | -21.8% | +2.4% | -24.2% | -22.5% |
| 3Y | +71.6% | +47.3% | +24.3% | +61.8% |
| 5Y | +96.6% | +34.7% | +61.9% | +87.0% |
| 10Y | +253.8% | +298.1% | -44.3% | +199.0% |
| All | +1,664.9% | +6,665.6% | -5,000.8% | +1,230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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