+232.4%
CRM vs VT
+226.9%
+5.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | -8.1% | -2.0% | -6.1% | -5.9% |
| 30D | +23.1% | -1.4% | +24.5% | +25.3% |
| 3M | +42.5% | +4.7% | +37.8% | +33.8% |
| 6M | +25.3% | +11.4% | +14.0% | +8.0% |
| YTD | -7.8% | +13.1% | -20.9% | -22.2% |
| 1Y | +1.0% | +19.0% | -18.0% | -20.1% |
| 3Y | +10.0% | +73.9% | -64.0% | -45.8% |
| 5Y | -3.9% | +65.4% | -69.3% | -48.3% |
| All | +232.4% | +226.9% | +5.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling