+5.6%
CNC vs VMC
+47.0%
-41.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.9% | -3.8% | +2.8% | 0.0% |
| 30D | -1.0% | -9.7% | +8.7% | +1.4% |
| 3M | +4.5% | -9.6% | +14.2% | +6.7% |
| 6M | +85.2% | -4.8% | +90.1% | +85.9% |
| YTD | +61.4% | -10.9% | +72.3% | +63.6% |
| 1Y | +94.9% | -15.6% | +110.5% | +100.5% |
| 3Y | 0.0% | +19.3% | -19.3% | -8.6% |
| All | +5.6% | +47.0% | -41.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling