+23.0%
CRM vs VLTO
+25.1%
-2.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.6% |
| 7D | -5.0% | -2.6% | -2.4% | -3.9% |
| 30D | +23.6% | -2.5% | +26.1% | +25.0% |
| 3M | +39.6% | +10.1% | +29.5% | +34.5% |
| 6M | +23.4% | +1.0% | +22.4% | +22.9% |
| YTD | -7.4% | -4.8% | -2.6% | -5.7% |
| 1Y | -2.3% | -9.3% | +7.0% | +1.2% |
| All | +23.0% | +25.1% | -2.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling