+5,401.4%
CL vs VMC
+3,567.9%
+1,833.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.6% | +1.1% | +1.4% | +2.4% |
| 30D | +11.8% | +17.7% | -5.9% | +8.6% |
| 3M | +5.9% | +1.1% | +4.8% | +5.6% |
| 6M | +13.3% | +1.8% | +11.5% | +12.6% |
| YTD | +27.1% | +1.5% | +25.6% | +26.1% |
| 1Y | +28.0% | -1.1% | +29.1% | +27.5% |
| 3Y | +39.4% | +38.8% | +0.6% | +29.4% |
| 5Y | +40.8% | +49.6% | -8.8% | +27.5% |
| 10Y | +84.9% | +130.6% | -45.7% | +48.5% |
| All | +5,401.4% | +3,567.9% | +1,833.6% | +2,344.1% |
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