+6,646.7%
CB vs VMC
+2,531.2%
+4,115.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +0.5% | -4.3% | +4.8% | +2.0% |
| 30D | -3.1% | -8.2% | +5.1% | -0.4% |
| 3M | +9.0% | -7.0% | +16.0% | +11.0% |
| 6M | +2.9% | -10.8% | +13.6% | +5.9% |
| YTD | +10.1% | -7.4% | +17.5% | +11.3% |
| 1Y | +22.8% | -9.5% | +32.3% | +24.9% |
| 3Y | +73.8% | +20.5% | +53.3% | +56.7% |
| 5Y | +99.2% | +51.6% | +47.6% | +62.7% |
| 10Y | +218.2% | +150.0% | +68.2% | +104.9% |
| All | +6,646.7% | +2,531.2% | +4,115.5% | +1,845.5% |
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