-26.0%
CRM vs VG
-35.7%
+9.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.1% |
| 7D | -5.0% | +3.8% | -8.8% | -5.1% |
| 30D | +23.6% | +7.2% | +16.4% | +23.3% |
| 3M | +39.6% | +22.8% | +16.8% | +38.0% |
| 6M | +23.4% | +33.2% | -9.8% | +20.5% |
| YTD | -7.4% | +124.8% | -132.2% | -12.9% |
| 1Y | -2.3% | +15.8% | -18.1% | -3.8% |
| All | -26.0% | -35.7% | +9.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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