-32.5%
CBRS vs VMC
-4.7%
-27.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +11.0% |
| 7D | +17.3% | -4.3% | +21.6% | +12.2% |
| 30D | -2.0% | -8.2% | +6.3% | -10.2% |
| 3M | -2.5% | -7.0% | +4.6% | -10.3% |
| All | -32.5% | -4.7% | -27.8% | -35.6% |
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 · Available span rolling