+9.7%
CRM vs VRT
+552.3%
-542.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | 0.0% |
| 7D | -8.1% | -7.7% | -0.4% | -7.6% |
| 30D | +23.1% | -12.0% | +35.0% | +24.1% |
| 3M | +42.5% | -11.7% | +54.2% | +41.9% |
| 6M | +25.3% | -8.1% | +33.4% | +22.6% |
| YTD | -7.8% | +53.2% | -61.0% | -18.3% |
| 1Y | +1.0% | +81.7% | -80.6% | -14.2% |
| All | +9.7% | +552.3% | -542.5% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling