-41.3%
CRML vs VT
+13.0%
-54.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -8.4% |
| 7D | -10.8% | +0.4% | -11.1% | -12.5% |
| 30D | -11.8% | -2.6% | -9.2% | +0.1% |
| 3M | -16.6% | -3.2% | -13.3% | +0.3% |
| 6M | -51.7% | +0.9% | -52.7% | -50.1% |
| YTD | -12.8% | +11.3% | -24.1% | -37.7% |
| All | -41.3% | +13.0% | -54.3% | -59.3% |
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