+22.8%
CB vs VMC
-8.5%
+31.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +0.5% | -4.3% | +4.8% | +0.7% |
| 30D | -3.1% | -8.2% | +5.1% | -2.6% |
| 3M | +9.0% | -7.0% | +16.0% | +9.3% |
| 6M | +2.9% | -10.8% | +13.6% | +3.3% |
| YTD | +10.1% | -7.4% | +17.5% | +8.4% |
| 1Y | +22.8% | -9.5% | +32.3% | +21.8% |
| All | +22.8% | -8.5% | +31.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling