+5,760.6%
CRM vs VTR
+822.5%
+4,938.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +28.1% | +1.1% | +27.0% | +27.6% |
| 3M | +48.8% | +7.9% | +40.9% | +44.6% |
| 6M | +28.3% | +6.2% | +22.1% | +24.4% |
| YTD | -6.0% | +17.7% | -23.7% | -12.6% |
| 1Y | +1.4% | +32.9% | -31.5% | -10.0% |
| 3Y | +11.8% | +129.7% | -117.8% | -20.9% |
| 5Y | -2.0% | +89.3% | -91.3% | -26.8% |
| 10Y | +239.6% | +99.1% | +140.5% | +113.2% |
| All | +5,760.6% | +822.5% | +4,938.1% | +1,382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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