+15,232.8%
CAH vs VMC
+3,246.6%
+11,986.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +5.4% | -4.3% | +9.7% | +6.5% |
| 30D | +3.3% | -8.2% | +11.6% | +5.4% |
| 3M | +22.8% | -7.0% | +29.8% | +24.7% |
| 6M | +11.3% | -10.8% | +22.0% | +13.8% |
| YTD | +21.1% | -7.4% | +28.5% | +22.3% |
| 1Y | +67.2% | -9.5% | +76.7% | +69.4% |
| 3Y | +195.6% | +20.5% | +175.2% | +174.8% |
| 5Y | +413.8% | +51.6% | +362.3% | +345.2% |
| 10Y | +309.6% | +150.0% | +159.5% | +197.2% |
| All | +15,232.8% | +3,246.6% | +11,986.2% | +5,472.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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