+78.6%
CRM vs VRT
+2,489.4%
-2,410.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.3% |
| 7D | -4.4% | -8.4% | +3.9% | -3.1% |
| 30D | +28.1% | -10.9% | +39.0% | +30.4% |
| 3M | +48.8% | -13.7% | +62.5% | +49.4% |
| 6M | +28.3% | -4.1% | +32.4% | +23.8% |
| YTD | -6.0% | +58.7% | -64.8% | -20.7% |
| 1Y | +1.4% | +89.6% | -88.2% | -18.9% |
| 3Y | +11.8% | +558.1% | -546.3% | -41.9% |
| 5Y | -2.0% | +953.0% | -955.0% | -59.9% |
| All | +78.6% | +2,489.4% | -2,410.9% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling