+5,676.4%
CRM vs VSH
+193.7%
+5,482.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -5.0% | +3.5% | -8.5% | -6.2% |
| 30D | +23.6% | -4.4% | +28.0% | +25.0% |
| 3M | +39.6% | -45.8% | +85.4% | +64.6% |
| 6M | +23.4% | +90.1% | -66.7% | -15.4% |
| YTD | -7.4% | +120.3% | -127.7% | -41.3% |
| 1Y | -2.3% | +112.2% | -114.5% | -37.8% |
| 3Y | +10.5% | +36.6% | -26.1% | -21.5% |
| 5Y | -4.7% | +67.0% | -71.8% | -38.9% |
| 10Y | +234.7% | +179.5% | +55.3% | +53.5% |
| All | +5,676.4% | +193.7% | +5,482.7% | +1,922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling