-26.7%
CRML vs VT
+72.6%
-99.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | +9.0% | +1.0% | +8.0% | +8.4% |
| 3M | -33.6% | +2.4% | -36.0% | -34.2% |
| 6M | -27.3% | +12.0% | -39.3% | -32.6% |
| YTD | +4.9% | +15.3% | -10.4% | -4.1% |
| 1Y | +27.1% | +22.6% | +4.5% | +12.4% |
| 3Y | -32.7% | +74.7% | -107.4% | -45.9% |
| All | -26.7% | +72.6% | -99.3% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling