-21.8%
CRH vs VSXY
+184.3%
-206.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | -18.7% | +9.4% | -7.7% |
| 3M | -15.2% | -4.0% | -11.2% | -15.0% |
| 6M | -14.2% | +67.5% | -81.7% | -19.8% |
| YTD | -28.3% | +39.7% | -67.9% | -31.5% |
| 1Y | -21.8% | +180.0% | -201.8% | -31.4% |
| All | -21.8% | +184.3% | -206.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling