+238.9%
CRM vs VGT
+820.0%
-581.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.8% |
| 7D | -4.4% | -0.2% | -4.3% | -4.3% |
| 30D | +28.1% | -0.4% | +28.6% | +29.0% |
| 3M | +48.8% | +4.4% | +44.4% | +40.3% |
| 6M | +28.3% | +32.1% | -3.8% | -4.9% |
| YTD | -6.0% | +28.8% | -34.8% | -28.7% |
| 1Y | +1.4% | +35.3% | -33.9% | -27.2% |
| 3Y | +11.8% | +124.8% | -112.9% | -53.4% |
| 5Y | -2.0% | +137.9% | -139.9% | -61.2% |
| All | +238.9% | +820.0% | -581.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling