+95.2%
CNC vs VMC
+156.6%
-61.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.9% | -3.8% | +2.8% | +0.3% |
| 30D | -1.0% | -9.7% | +8.7% | +2.1% |
| 3M | +4.5% | -9.6% | +14.2% | +7.4% |
| 6M | +85.2% | -4.8% | +90.1% | +86.3% |
| YTD | +61.4% | -10.9% | +72.3% | +64.8% |
| 1Y | +94.9% | -15.6% | +110.5% | +102.4% |
| 3Y | 0.0% | +19.3% | -19.3% | -9.3% |
| 5Y | +11.2% | +48.0% | -36.8% | -8.3% |
| All | +95.2% | +156.6% | -61.3% | +37.7% |
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