+73.4%
CL vs VMC
+159.8%
-86.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +11.4% | +15.8% | -4.5% | +9.0% |
| 3M | +4.4% | +0.6% | +3.8% | +4.2% |
| 6M | +10.8% | -4.0% | +14.8% | +11.1% |
| YTD | +25.1% | -0.3% | +25.4% | +24.6% |
| 1Y | +28.0% | -0.5% | +28.5% | +27.4% |
| 3Y | +37.6% | +39.6% | -1.9% | +29.0% |
| 5Y | +39.7% | +50.1% | -10.3% | +28.0% |
| All | +73.4% | +159.8% | -86.4% | +43.7% |
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 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