-0.8%
CRM vs VSH
+74.2%
-75.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.9% |
| 7D | -4.4% | +4.8% | -9.2% | -5.2% |
| 30D | +28.1% | -0.7% | +28.8% | +28.0% |
| 3M | +48.8% | -43.1% | +91.9% | +62.8% |
| 6M | +28.3% | +91.8% | -63.5% | -3.2% |
| YTD | -6.0% | +131.6% | -137.6% | -34.6% |
| 1Y | +1.4% | +118.1% | -116.6% | -28.5% |
| 3Y | +11.8% | +40.9% | -29.0% | -9.4% |
| All | -0.8% | +74.2% | -75.0% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling