+238.9%
CRM vs VTV
+234.5%
+4.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.2% |
| 7D | -4.4% | -1.1% | -3.3% | -3.4% |
| 30D | +28.1% | -1.0% | +29.2% | +29.4% |
| 3M | +48.8% | +4.6% | +44.2% | +42.1% |
| 6M | +28.3% | +13.5% | +14.7% | +12.3% |
| YTD | -6.0% | +18.5% | -24.5% | -21.4% |
| 1Y | +1.4% | +22.9% | -21.5% | -18.4% |
| 3Y | +11.8% | +67.8% | -56.0% | -34.1% |
| 5Y | -2.0% | +81.8% | -83.9% | -45.6% |
| All | +238.9% | +234.5% | +4.4% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling