-32.5%
CRMG vs VT
+48.7%
-81.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | 0.0% |
| 7D | -15.9% | -2.0% | -13.9% | -13.8% |
| 30D | +43.6% | -1.4% | +45.0% | +46.4% |
| 3M | +81.5% | +4.7% | +76.8% | +69.2% |
| 6M | +27.9% | +11.4% | +16.6% | +6.4% |
| YTD | -34.9% | +13.1% | -47.9% | -47.7% |
| 1Y | -27.0% | +19.0% | -46.0% | -47.6% |
| All | -32.5% | +48.7% | -81.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling