-11.2%
CRM vs VTV
+23.8%
-35.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.4% |
| 7D | -3.7% | -2.2% | -1.5% | -3.9% |
| 30D | -1.1% | +2.2% | -3.4% | -0.3% |
| 3M | +15.5% | +0.4% | +15.0% | +15.7% |
| 6M | +19.5% | +9.4% | +10.0% | +22.3% |
| YTD | -15.5% | +19.0% | -34.5% | -16.7% |
| 1Y | -11.2% | +23.3% | -34.6% | -16.7% |
| All | -11.2% | +23.8% | -35.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling