+365.8%
CRH vs VYM
+488.1%
-122.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -15.2% | +3.1% | -18.3% | -18.3% |
| 6M | -14.2% | +9.7% | -23.9% | -23.6% |
| YTD | -28.3% | +14.9% | -43.1% | -39.7% |
| 1Y | -21.8% | +17.6% | -39.3% | -36.2% |
| 3Y | +71.6% | +65.3% | +6.3% | -9.3% |
| 5Y | +96.6% | +78.7% | +17.9% | -5.1% |
| 10Y | +253.8% | +208.2% | +45.6% | -17.6% |
| All | +365.8% | +488.1% | -122.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling