+2,725.2%
CRM vs VIG
+610.7%
+2,114.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -8.1% | -2.2% | -5.9% | -5.3% |
| 30D | +23.1% | -3.2% | +26.3% | +28.4% |
| 3M | +42.5% | +3.0% | +39.5% | +36.9% |
| 6M | +25.3% | +8.1% | +17.2% | +12.3% |
| YTD | -7.8% | +9.1% | -16.9% | -18.4% |
| 1Y | +1.0% | +12.6% | -11.5% | -14.3% |
| 3Y | +10.0% | +55.4% | -45.4% | -38.9% |
| 5Y | -3.9% | +62.8% | -66.7% | -48.6% |
| 10Y | +233.2% | +246.6% | -13.4% | -36.5% |
| All | +2,725.2% | +610.7% | +2,114.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling