+11.8%
CRM vs VMC
+18.8%
-6.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.7% |
| 7D | -4.4% | -3.8% | -0.7% | -3.4% |
| 30D | +28.1% | -9.7% | +37.8% | +31.8% |
| 3M | +48.8% | -9.6% | +58.5% | +52.6% |
| 6M | +28.3% | -4.8% | +33.1% | +28.3% |
| YTD | -6.0% | -10.9% | +4.9% | -4.6% |
| 1Y | +1.4% | -15.6% | +17.0% | +5.1% |
| 3Y | +11.8% | +19.3% | -7.5% | -4.5% |
| All | +11.8% | +18.8% | -6.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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