+5,676.4%
CRM vs VFC
+105.9%
+5,570.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -5.0% | -2.3% | -2.6% | -4.2% |
| 30D | +23.6% | -13.4% | +37.0% | +29.6% |
| 3M | +39.6% | -23.7% | +63.3% | +50.8% |
| 6M | +23.4% | -24.5% | +47.9% | +32.1% |
| YTD | -7.4% | -27.8% | +20.5% | +0.1% |
| 1Y | -2.3% | -13.5% | +11.1% | -2.9% |
| 3Y | +10.5% | -27.1% | +37.6% | -3.8% |
| 5Y | -4.7% | -79.0% | +74.3% | +46.0% |
| 10Y | +234.7% | -68.7% | +303.5% | +252.9% |
| All | +5,676.4% | +105.9% | +5,570.5% | +1,687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling