+1,231.5%
VUG vs CRH
+734.5%
+497.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -1.9% | -4.8% | +2.9% | -0.3% |
| 30D | -1.6% | -13.1% | +11.6% | +3.1% |
| 3M | +4.4% | -12.0% | +16.4% | +8.4% |
| 6M | +13.2% | -16.9% | +30.1% | +19.4% |
| YTD | +7.5% | -29.0% | +36.5% | +19.2% |
| 1Y | +12.5% | -20.3% | +32.8% | +19.5% |
| 3Y | +86.0% | +69.2% | +16.7% | +50.6% |
| 5Y | +76.5% | +94.6% | -18.2% | +34.7% |
| 10Y | +417.7% | +250.3% | +167.4% | +214.1% |
| All | +1,231.5% | +734.5% | +497.0% | +478.0% |
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