+42.5%
CI vs VMC
+52.7%
-10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.3% | -4.3% | +5.6% | +2.2% |
| 30D | +4.4% | -8.2% | +12.7% | +6.3% |
| 3M | +0.7% | -7.0% | +7.7% | +1.9% |
| 6M | +0.3% | -10.8% | +11.1% | +2.4% |
| YTD | +3.8% | -7.4% | +11.2% | +4.6% |
| 1Y | -5.5% | -9.5% | +4.0% | -4.3% |
| 3Y | +8.1% | +20.5% | -12.4% | 0.0% |
| All | +42.5% | +52.7% | -10.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling