-40.8%
CRML vs VT
+62.3%
-103.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | -17.9% | -2.3% | -15.6% | -15.0% |
| 30D | -16.7% | -5.0% | -11.8% | -10.5% |
| 3M | -10.2% | -4.9% | -5.4% | -2.5% |
| 6M | -57.8% | -1.5% | -56.2% | -55.1% |
| YTD | -15.3% | +8.5% | -23.8% | -15.3% |
| 1Y | -41.6% | +11.4% | -53.0% | -42.4% |
| 3Y | -46.1% | +70.1% | -116.1% | -52.6% |
| All | -40.8% | +62.3% | -103.2% | -48.1% |
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