-10.0%
CRM vs VFC
+52.5%
-62.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +2.0% |
| 7D | -6.2% | +21.5% | -27.7% | -7.1% |
| 30D | -1.2% | +46.7% | -47.8% | -3.0% |
| 3M | +19.1% | +38.4% | -19.3% | +17.4% |
| 6M | +23.0% | +15.2% | +7.8% | +22.1% |
| YTD | -13.7% | +17.8% | -31.5% | -13.3% |
| 1Y | -10.0% | +55.6% | -65.6% | -16.7% |
| All | -10.0% | +52.5% | -62.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling