+548.2%
CRH vs VT
+374.2%
+174.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.7% | +0.4% | -2.1% | -2.2% |
| 30D | -5.4% | +1.0% | -6.3% | -6.5% |
| 3M | -11.2% | +2.4% | -13.6% | -13.9% |
| 6M | -15.8% | +12.0% | -27.8% | -26.8% |
| YTD | -23.6% | +15.3% | -39.0% | -35.8% |
| 1Y | -14.6% | +22.6% | -37.2% | -33.5% |
| 3Y | +74.3% | +74.7% | -0.4% | -10.9% |
| 5Y | +103.7% | +66.1% | +37.5% | +12.0% |
| 10Y | +261.4% | +225.0% | +36.4% | -10.5% |
| All | +548.2% | +374.2% | +174.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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