+94.1%
CRH vs VYM
+77.5%
+16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.1% |
| 7D | -6.1% | -0.8% | -5.3% | -5.0% |
| 30D | -9.3% | -2.2% | -7.0% | -6.3% |
| 3M | -15.2% | +3.1% | -18.3% | -18.5% |
| 6M | -14.2% | +9.7% | -23.9% | -24.0% |
| YTD | -28.3% | +14.9% | -43.1% | -40.1% |
| 1Y | -21.8% | +17.6% | -39.3% | -36.7% |
| 3Y | +71.6% | +65.3% | +6.3% | -10.7% |
| All | +94.1% | +77.5% | +16.6% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling