+47.7%
CI vs VMC
+42.5%
+5.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +5.4% | +15.8% | -10.4% | +2.1% |
| 3M | +7.3% | +0.6% | +6.7% | +6.9% |
| 6M | +5.3% | -4.0% | +9.3% | +5.7% |
| YTD | +8.5% | -0.3% | +8.8% | +7.5% |
| 1Y | +17.1% | -0.5% | +17.6% | +16.0% |
| 3Y | +1.4% | +39.6% | -38.2% | -9.6% |
| All | +47.7% | +42.5% | +5.2% | +29.7% |
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 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