+2,545.5%
VRT vs CRH
+238.6%
+2,306.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.7% |
| 7D | +2.4% | -3.6% | +6.0% | +4.9% |
| 30D | -2.7% | -10.8% | +8.2% | +4.9% |
| 3M | -9.2% | -13.5% | +4.3% | -0.5% |
| 6M | -0.5% | -15.4% | +14.9% | +10.4% |
| YTD | +62.3% | -27.6% | +89.9% | +99.2% |
| 1Y | +109.6% | -18.4% | +128.0% | +135.8% |
| 3Y | +573.1% | +72.5% | +500.6% | +372.9% |
| 5Y | +953.6% | +99.2% | +854.5% | +563.4% |
| All | +2,545.5% | +238.6% | +2,306.9% | +1,004.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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