+216.8%
CB vs VMC
+149.2%
+67.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -3.9% | -9.1% | +5.2% | -1.2% |
| 3M | +4.9% | -4.1% | +9.1% | +5.7% |
| 6M | +3.3% | -5.5% | +8.8% | +4.1% |
| YTD | +8.5% | -8.9% | +17.4% | +10.0% |
| 1Y | +22.1% | -12.9% | +35.0% | +25.4% |
| 3Y | +70.1% | +22.1% | +48.0% | +52.8% |
| 5Y | +97.4% | +52.7% | +44.7% | +61.1% |
| 10Y | +216.8% | +152.7% | +64.1% | +116.2% |
| All | +216.8% | +149.2% | +67.6% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling