+245.6%
CRH vs VSH
+196.4%
+49.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -1.2% |
| 7D | -6.1% | +4.8% | -10.8% | -7.6% |
| 30D | -9.3% | -0.7% | -8.6% | -9.4% |
| 3M | -15.2% | -43.1% | +27.9% | +0.2% |
| 6M | -14.2% | +91.8% | -106.0% | -40.7% |
| YTD | -28.3% | +131.6% | -159.9% | -54.8% |
| 1Y | -21.8% | +118.1% | -139.9% | -50.0% |
| 3Y | +71.6% | +40.9% | +30.7% | +25.2% |
| 5Y | +96.6% | +75.8% | +20.9% | +25.5% |
| All | +245.6% | +196.4% | +49.2% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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