-10.0%
CRM vs VUG
+4.9%
-14.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | -6.2% | -3.0% | -3.2% | -4.9% |
| 30D | -1.2% | -6.4% | +5.3% | +1.9% |
| 3M | +19.1% | -3.2% | +22.3% | +20.5% |
| 6M | +23.0% | +3.1% | +19.9% | +20.5% |
| YTD | -13.7% | +6.3% | -20.0% | -13.8% |
| 1Y | -10.0% | +5.2% | -15.2% | -9.0% |
| All | -10.0% | +4.9% | -14.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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