+13.9%
COR vs VMC
-8.5%
+22.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +2.8% | -4.3% | +7.1% | +3.1% |
| 30D | +4.5% | -8.2% | +12.8% | +5.2% |
| 3M | +22.7% | -7.0% | +29.7% | +23.3% |
| 6M | -9.7% | -10.8% | +1.0% | -9.1% |
| YTD | -1.4% | -7.4% | +6.0% | -1.2% |
| 1Y | +13.9% | -9.5% | +23.4% | +13.8% |
| All | +13.9% | -8.5% | +22.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling