+3.1%
CRM vs VLTO
+70.6%
-67.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -7.7% | +17.5% | -25.2% | -14.3% |
| 3M | +8.4% | +21.4% | -13.0% | -1.0% |
| 6M | +31.9% | +38.1% | -6.2% | +14.0% |
| YTD | -17.2% | +19.0% | -36.2% | -24.0% |
| 1Y | -8.6% | +20.7% | -29.3% | -16.6% |
| 3Y | +3.1% | +64.3% | -61.2% | -19.5% |
| All | +3.1% | +70.6% | -67.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling