+394.2%
COR vs VMC
+154.4%
+239.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | -3.7% | -1.1% | -4.0% |
| 30D | -3.7% | -12.8% | +9.1% | -0.7% |
| 3M | +14.3% | -7.9% | +22.3% | +16.2% |
| 6M | -8.5% | -7.5% | -1.0% | -7.4% |
| YTD | -4.4% | -11.6% | +7.2% | -2.6% |
| 1Y | +9.1% | -14.3% | +23.4% | +11.9% |
| 3Y | +85.2% | +18.5% | +66.7% | +71.9% |
| 5Y | +180.7% | +46.8% | +133.9% | +141.4% |
| All | +394.2% | +154.4% | +239.8% | +261.0% |
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