+1,196.3%
CRM vs VT
+355.4%
+840.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -6.8% | -3.1% | -3.8% | -3.8% |
| 3M | +8.3% | -3.5% | +11.8% | +12.3% |
| 6M | +17.9% | +0.5% | +17.5% | +15.7% |
| YTD | -18.9% | +10.8% | -29.6% | -29.5% |
| 1Y | -10.9% | +11.9% | -22.8% | -23.5% |
| 3Y | +1.8% | +73.0% | -71.1% | -46.8% |
| 5Y | -27.4% | +58.6% | -86.0% | -56.9% |
| 10Y | +195.5% | +219.2% | -23.7% | -17.6% |
| All | +1,196.3% | +355.4% | +840.9% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling