+1.4%
CRM vs VSH
+119.5%
-118.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +2.5% |
| 7D | -4.4% | +4.8% | -9.2% | -4.1% |
| 30D | +28.1% | -0.7% | +28.8% | +28.0% |
| 3M | +48.8% | -43.1% | +91.9% | +45.6% |
| 6M | +28.3% | +91.8% | -63.5% | +23.8% |
| YTD | -6.0% | +131.6% | -137.6% | -14.5% |
| 1Y | +1.4% | +118.1% | -116.6% | -7.0% |
| All | +1.4% | +119.5% | -118.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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