-50.9%
CRML vs VT
+66.2%
-117.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.8% | -7.7% |
| 7D | -17.0% | +2.4% | -19.4% | -19.4% |
| 30D | -22.0% | -1.5% | -20.5% | -19.8% |
| 3M | -25.8% | -4.1% | -21.7% | -20.5% |
| 6M | -57.4% | +0.6% | -58.0% | -55.9% |
| YTD | -29.7% | +11.0% | -40.7% | -31.7% |
| 1Y | -44.9% | +13.3% | -58.3% | -47.1% |
| 3Y | -55.3% | +73.4% | -128.7% | -61.8% |
| All | -50.9% | +66.2% | -117.1% | -58.1% |
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