+5,648.9%
CRM vs VMC
+605.9%
+5,043.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -8.1% | -3.7% | -4.4% | -6.6% |
| 30D | +23.1% | -12.8% | +35.8% | +30.1% |
| 3M | +42.5% | -7.9% | +50.5% | +46.8% |
| 6M | +25.3% | -7.5% | +32.8% | +27.7% |
| YTD | -7.8% | -11.6% | +3.8% | -4.9% |
| 1Y | +1.0% | -14.3% | +15.3% | +5.3% |
| 3Y | +10.0% | +18.5% | -8.5% | -1.6% |
| 5Y | -3.9% | +46.8% | -50.6% | -21.8% |
| 10Y | +233.2% | +153.2% | +79.9% | +91.0% |
| All | +5,648.9% | +605.9% | +5,043.0% | +1,497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling