-43.1%
CRML vs VT
+13.3%
-56.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -8.0% |
| 7D | -23.1% | -1.6% | -21.5% | -17.0% |
| 30D | -11.1% | -2.5% | -8.6% | +0.7% |
| 3M | -2.0% | -1.3% | -0.7% | +9.0% |
| 6M | -49.8% | +3.1% | -52.8% | -52.4% |
| YTD | -9.9% | +10.9% | -20.9% | -32.6% |
| All | -43.1% | +13.3% | -56.4% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling