+79.6%
CRM vs VRT
+2,829.6%
-2,750.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.7% | -7.6% | -4.6% |
| 7D | -3.5% | +13.6% | -17.1% | -5.7% |
| 30D | +29.3% | +6.8% | +22.5% | +27.4% |
| 3M | +36.8% | -3.2% | +40.0% | +34.7% |
| 6M | +23.9% | +20.3% | +3.5% | +14.2% |
| YTD | -5.5% | +79.6% | -85.1% | -21.9% |
| 1Y | -0.4% | +139.0% | -139.4% | -24.3% |
| 3Y | +12.8% | +644.6% | -631.8% | -42.7% |
| 5Y | -3.5% | +1,024.4% | -1,027.9% | -60.7% |
| All | +79.6% | +2,829.6% | -2,750.1% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling