+150.3%
CI vs VMC
+136.9%
+13.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +7.3% | +17.7% | -10.4% | +2.1% |
| 3M | +9.5% | +1.1% | +8.4% | +8.9% |
| 6M | +6.4% | +1.8% | +4.6% | +5.0% |
| YTD | +12.0% | +1.5% | +10.5% | +10.0% |
| 1Y | +20.1% | -1.1% | +21.2% | +18.9% |
| 3Y | +9.6% | +38.8% | -29.2% | -4.8% |
| 5Y | +52.7% | +49.6% | +3.2% | +26.9% |
| 10Y | +150.3% | +130.6% | +19.7% | +66.0% |
| All | +150.3% | +136.9% | +13.4% | +66.0% |
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