-0.8%
CRM vs VCLT
-17.2%
+16.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -1.4% | -3.1% | -3.6% |
| 30D | +28.1% | -1.2% | +29.3% | +29.1% |
| 3M | +48.8% | -4.8% | +53.6% | +53.2% |
| 6M | +28.3% | -2.6% | +30.8% | +30.1% |
| YTD | -6.0% | -3.3% | -2.7% | -4.2% |
| 1Y | +1.4% | -4.8% | +6.3% | +4.3% |
| 3Y | +11.8% | +11.5% | +0.3% | +2.4% |
| All | -0.8% | -17.2% | +16.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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