+2,046.9%
CRH vs VTR
+1,494.8%
+552.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -9.3% | +1.1% | -10.4% | -9.6% |
| 3M | -15.2% | +7.9% | -23.1% | -17.0% |
| 6M | -14.2% | +6.2% | -20.4% | -15.8% |
| YTD | -28.3% | +17.7% | -46.0% | -31.5% |
| 1Y | -21.8% | +32.9% | -54.7% | -27.6% |
| 3Y | +71.6% | +129.7% | -58.1% | +37.5% |
| 5Y | +96.6% | +89.3% | +7.3% | +64.0% |
| 10Y | +253.8% | +99.1% | +154.7% | +170.8% |
| All | +2,046.9% | +1,494.8% | +552.1% | +1,338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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