+4.1%
CRM vs VSXY
+37.5%
-33.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.5% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +28.1% | -18.7% | +46.8% | +31.4% |
| 3M | +48.8% | -4.0% | +52.8% | +48.8% |
| 6M | +28.3% | +67.5% | -39.2% | +15.1% |
| YTD | -6.0% | +39.7% | -45.7% | -13.7% |
| 1Y | +1.4% | +180.0% | -178.5% | -18.5% |
| 3Y | +11.8% | +337.3% | -325.4% | -24.8% |
| 5Y | -2.0% | +22.7% | -24.7% | -18.3% |
| All | +4.1% | +37.5% | -33.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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