+74.9%
CB vs VMC
+35.0%
+39.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +7.3% | +15.5% | -8.1% | +5.6% |
| 3M | +9.4% | +0.6% | +8.8% | +9.2% |
| 6M | +19.6% | +2.1% | +17.6% | +19.0% |
| YTD | +21.5% | -1.6% | +23.0% | +20.6% |
| 1Y | +28.0% | -1.2% | +29.2% | +26.9% |
| 3Y | +74.9% | +35.3% | +39.5% | +65.7% |
| All | +74.9% | +35.0% | +39.9% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling