-3.9%
CRM vs VRT
+890.5%
-894.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.4% |
| 7D | -8.1% | -7.7% | -0.4% | -7.1% |
| 30D | +23.1% | -12.0% | +35.0% | +25.1% |
| 3M | +42.5% | -11.7% | +54.2% | +42.2% |
| 6M | +25.3% | -8.1% | +33.4% | +22.1% |
| YTD | -7.8% | +53.2% | -61.0% | -20.9% |
| 1Y | +1.0% | +81.7% | -80.6% | -17.5% |
| 3Y | +10.0% | +535.3% | -525.3% | -41.1% |
| 5Y | -3.9% | +916.4% | -920.3% | -57.1% |
| All | -3.9% | +890.5% | -894.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling