-10.0%
CRM vs VIG
+19.5%
-29.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | -6.2% | +2.7% | -8.9% | -7.1% |
| 30D | -1.2% | +7.0% | -8.2% | -3.5% |
| 3M | +19.1% | +4.0% | +15.1% | +17.6% |
| 6M | +23.0% | +12.3% | +10.7% | +18.0% |
| YTD | -13.7% | +16.4% | -30.1% | -18.5% |
| 1Y | -10.0% | +19.2% | -29.2% | -18.0% |
| All | -10.0% | +19.5% | -29.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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