+4,850.5%
CL vs VMC
+3,246.6%
+1,603.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.2% | -4.3% | +2.1% | -1.5% |
| 30D | -4.8% | -8.2% | +3.4% | -3.5% |
| 3M | +4.9% | -7.0% | +12.0% | +6.0% |
| 6M | -5.7% | -10.8% | +5.0% | -4.1% |
| YTD | +14.4% | -7.4% | +21.8% | +15.4% |
| 1Y | +8.7% | -9.5% | +18.2% | +10.0% |
| 3Y | +30.0% | +20.5% | +9.5% | +23.6% |
| 5Y | +28.4% | +51.6% | -23.2% | +15.9% |
| 10Y | +50.1% | +150.0% | -100.0% | +18.4% |
| All | +4,850.5% | +3,246.6% | +1,603.8% | +2,135.9% |
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