-10.0%
CRM vs VRT
+12.3%
-22.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.9% | +15.1% | +0.2% |
| 7D | -6.2% | -15.4% | +9.2% | -8.4% |
| 30D | -1.2% | -19.0% | +17.8% | -3.9% |
| 3M | +19.1% | -23.8% | +43.0% | +15.1% |
| 6M | +23.0% | -37.9% | +60.8% | +16.2% |
| YTD | -13.7% | +27.0% | -40.6% | -16.4% |
| 1Y | -10.0% | +13.8% | -23.8% | -11.4% |
| All | -10.0% | +12.3% | -22.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling