+11.8%
CRM vs VUG
+86.2%
-74.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.2% |
| 7D | -4.4% | -0.5% | -4.0% | -4.0% |
| 30D | +28.1% | -1.0% | +29.1% | +29.5% |
| 3M | +48.8% | +3.5% | +45.3% | +44.1% |
| 6M | +28.3% | +14.2% | +14.1% | +13.5% |
| YTD | -6.0% | +8.5% | -14.5% | -12.6% |
| 1Y | +1.4% | +12.9% | -11.4% | -9.3% |
| 3Y | +11.8% | +85.6% | -73.8% | -39.8% |
| All | +11.8% | +86.2% | -74.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling