+11.8%
CRM vs VO
+55.8%
-44.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.2% |
| 7D | -4.4% | -1.5% | -2.9% | -3.0% |
| 30D | +28.1% | -3.0% | +31.2% | +31.9% |
| 3M | +48.8% | +2.8% | +46.0% | +44.7% |
| 6M | +28.3% | +10.9% | +17.3% | +14.9% |
| YTD | -6.0% | +12.5% | -18.5% | -17.1% |
| 1Y | +1.4% | +12.0% | -10.5% | -10.1% |
| 3Y | +11.8% | +56.3% | -44.4% | -29.4% |
| All | +11.8% | +55.8% | -44.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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