+7,803.6%
CI vs VMC
+3,502.6%
+4,301.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +5.4% | +15.8% | -10.4% | +0.4% |
| 3M | +7.3% | +0.6% | +6.7% | +6.8% |
| 6M | +5.3% | -4.0% | +9.3% | +5.8% |
| YTD | +8.5% | -0.3% | +8.8% | +7.1% |
| 1Y | +17.1% | -0.5% | +17.6% | +15.6% |
| 3Y | +1.4% | +39.6% | -38.2% | -12.3% |
| 5Y | +50.5% | +50.1% | +0.4% | +24.5% |
| 10Y | +168.5% | +163.9% | +4.6% | +72.7% |
| All | +7,803.6% | +3,502.6% | +4,301.0% | +2,452.9% |
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