+286.6%
CRM vs VTEB
+25.5%
+261.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.7% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | +28.1% | -2.5% | +30.6% | +30.2% |
| 3M | +48.8% | -3.0% | +51.8% | +51.7% |
| 6M | +28.3% | -2.1% | +30.4% | +30.0% |
| YTD | -6.0% | -1.5% | -4.5% | -5.1% |
| 1Y | +1.4% | +0.2% | +1.3% | +1.4% |
| 3Y | +11.8% | +8.6% | +3.3% | +6.2% |
| 5Y | -2.0% | +1.2% | -3.2% | -4.4% |
| 10Y | +239.6% | +18.1% | +221.6% | +250.5% |
| All | +286.6% | +25.5% | +261.1% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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