+539.6%
CRH vs VWO
+320.5%
+219.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -6.1% | -1.8% | -4.3% | -4.6% |
| 30D | -9.3% | -0.1% | -9.2% | -9.2% |
| 3M | -15.2% | +2.2% | -17.4% | -16.9% |
| 6M | -14.2% | +8.8% | -23.0% | -20.0% |
| YTD | -28.3% | +12.4% | -40.6% | -34.9% |
| 1Y | -21.8% | +15.6% | -37.4% | -30.8% |
| 3Y | +71.6% | +62.5% | +9.1% | +14.6% |
| 5Y | +96.6% | +34.3% | +62.4% | +53.8% |
| 10Y | +253.8% | +114.8% | +139.1% | +89.0% |
| All | +539.6% | +320.5% | +219.1% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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