+238.9%
CRM vs VWO
+117.1%
+121.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.4% |
| 7D | -4.4% | -1.8% | -2.7% | -3.0% |
| 30D | +28.1% | -0.1% | +28.2% | +28.3% |
| 3M | +48.8% | +2.2% | +46.6% | +45.2% |
| 6M | +28.3% | +8.8% | +19.5% | +17.6% |
| YTD | -6.0% | +12.4% | -18.4% | -16.7% |
| 1Y | +1.4% | +15.6% | -14.1% | -12.3% |
| 3Y | +11.8% | +62.5% | -50.7% | -29.4% |
| 5Y | -2.0% | +34.3% | -36.3% | -26.5% |
| All | +238.9% | +117.1% | +121.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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