+1.4%
CRM vs VRT
+85.9%
-84.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +2.4% |
| 7D | -4.4% | -8.4% | +3.9% | -5.5% |
| 30D | +28.1% | -10.9% | +39.0% | +26.3% |
| 3M | +48.8% | -13.7% | +62.5% | +46.8% |
| 6M | +28.3% | -4.1% | +32.4% | +27.3% |
| YTD | -6.0% | +58.7% | -64.8% | -8.2% |
| 1Y | +1.4% | +89.6% | -88.2% | -3.0% |
| All | +1.4% | +85.9% | -84.5% | -3.0% |
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