+5,760.6%
CRM vs VTRS
-1.2%
+5,761.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -4.4% | -2.2% | -2.2% | -3.8% |
| 30D | +28.1% | +3.3% | +24.8% | +26.8% |
| 3M | +48.8% | +2.0% | +46.8% | +47.8% |
| 6M | +28.3% | +19.9% | +8.3% | +20.3% |
| YTD | -6.0% | +35.7% | -41.7% | -15.9% |
| 1Y | +1.4% | +68.1% | -66.7% | -15.5% |
| 3Y | +11.8% | +87.1% | -75.2% | -12.8% |
| 5Y | -2.0% | +47.6% | -49.7% | -20.2% |
| 10Y | +239.6% | -48.2% | +287.8% | +251.2% |
| All | +5,760.6% | -1.2% | +5,761.8% | +3,894.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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