+238.9%
CRM vs VUG
+424.7%
-185.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.9% |
| 7D | -4.4% | -0.5% | -4.0% | -3.9% |
| 30D | +28.1% | -1.0% | +29.1% | +29.9% |
| 3M | +48.8% | +3.5% | +45.3% | +42.4% |
| 6M | +28.3% | +14.2% | +14.1% | +9.2% |
| YTD | -6.0% | +8.5% | -14.5% | -15.1% |
| 1Y | +1.4% | +12.9% | -11.4% | -12.7% |
| 3Y | +11.8% | +85.6% | -73.8% | -46.4% |
| 5Y | -2.0% | +78.1% | -80.1% | -49.9% |
| All | +238.9% | +424.7% | -185.9% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling