+5,676.4%
CRM vs VUG
+1,239.2%
+4,437.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +23.6% | -1.7% | +25.3% | +26.7% |
| 3M | +39.6% | +2.8% | +36.8% | +33.6% |
| 6M | +23.4% | +13.6% | +9.8% | +3.4% |
| YTD | -7.4% | +8.1% | -15.4% | -17.3% |
| 1Y | -2.3% | +13.1% | -15.4% | -18.0% |
| 3Y | +10.5% | +87.0% | -76.4% | -52.4% |
| 5Y | -4.7% | +76.0% | -80.7% | -55.2% |
| 10Y | +234.7% | +420.5% | -185.7% | -64.1% |
| All | +5,676.4% | +1,239.2% | +4,437.2% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling