+76.3%
CL vs VMC
+146.3%
-70.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +11.6% | +18.6% | -7.0% | +8.8% |
| 3M | +5.6% | +2.0% | +3.6% | +5.2% |
| 6M | +13.2% | +2.6% | +10.6% | +12.4% |
| YTD | +26.9% | +2.3% | +24.7% | +25.9% |
| 1Y | +27.3% | +1.7% | +25.7% | +26.4% |
| 3Y | +39.7% | +41.7% | -2.0% | +30.5% |
| 5Y | +41.3% | +46.6% | -5.3% | +29.7% |
| 10Y | +76.3% | +140.3% | -64.0% | +42.0% |
| All | +76.3% | +146.3% | -70.0% | +42.0% |
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