-0.8%
CRM vs VIG
+63.0%
-63.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.0% |
| 7D | -4.4% | -1.1% | -3.4% | -3.0% |
| 30D | +28.1% | -2.7% | +30.9% | +32.9% |
| 3M | +48.8% | +2.5% | +46.3% | +43.9% |
| 6M | +28.3% | +9.2% | +19.0% | +13.3% |
| YTD | -6.0% | +9.8% | -15.8% | -17.7% |
| 1Y | +1.4% | +12.4% | -10.9% | -14.1% |
| 3Y | +11.8% | +55.9% | -44.0% | -41.2% |
| All | -0.8% | +63.0% | -63.8% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling