-13.6%
CRH vs VYM
+21.8%
-35.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +3.2% |
| 7D | +14.2% | +1.2% | +13.0% | +11.7% |
| 30D | +19.5% | +5.2% | +14.3% | +8.4% |
| 3M | +0.4% | +0.5% | -0.2% | -0.5% |
| 6M | -10.1% | +7.7% | -17.9% | -21.9% |
| YTD | -19.9% | +17.2% | -37.1% | -38.2% |
| All | -13.6% | +21.8% | -35.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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