+4,405.6%
CNC vs VMC
+667.3%
+3,738.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -3.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -1.8% | -9.1% | +7.3% | +1.1% |
| 3M | -0.7% | -4.1% | +3.5% | +0.2% |
| 6M | +47.9% | -5.5% | +53.5% | +49.4% |
| YTD | +56.9% | -8.9% | +65.9% | +59.4% |
| 1Y | +123.9% | -12.9% | +136.9% | +130.6% |
| 3Y | -1.3% | +22.1% | -23.4% | -10.7% |
| 5Y | +2.8% | +52.7% | -50.0% | -15.1% |
| 10Y | +90.9% | +152.7% | -61.9% | +25.9% |
| All | +4,405.6% | +667.3% | +3,738.3% | +1,338.6% |
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