+245.6%
CRH vs VYM
+209.2%
+36.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -6.1% | -0.8% | -5.3% | -5.1% |
| 30D | -9.3% | -2.2% | -7.0% | -6.7% |
| 3M | -15.2% | +3.1% | -18.3% | -18.1% |
| 6M | -14.2% | +9.7% | -23.9% | -22.9% |
| YTD | -28.3% | +14.9% | -43.1% | -38.8% |
| 1Y | -21.8% | +17.6% | -39.3% | -35.1% |
| 3Y | +71.6% | +65.3% | +6.3% | -3.7% |
| 5Y | +96.6% | +78.7% | +17.9% | +2.3% |
| All | +245.6% | +209.2% | +36.5% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling