+5,676.4%
CRM vs VO
+798.8%
+4,877.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.0% |
| 7D | -5.0% | -0.6% | -4.4% | -4.3% |
| 30D | +23.6% | -1.9% | +25.5% | +26.4% |
| 3M | +39.6% | +3.3% | +36.3% | +34.1% |
| 6M | +23.4% | +9.7% | +13.8% | +9.7% |
| YTD | -7.4% | +12.6% | -20.0% | -20.3% |
| 1Y | -2.3% | +13.6% | -16.0% | -16.9% |
| 3Y | +10.5% | +56.8% | -46.3% | -35.6% |
| 5Y | -4.7% | +42.3% | -47.0% | -36.2% |
| 10Y | +234.7% | +199.2% | +35.6% | -7.9% |
| All | +5,676.4% | +798.8% | +4,877.6% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling