+492.2%
COR vs VMC
+125.2%
+367.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.1% |
| 7D | +7.8% | -1.3% | +9.1% | +8.2% |
| 30D | +7.0% | +15.5% | -8.5% | +3.6% |
| 3M | +16.3% | +0.6% | +15.7% | +16.0% |
| 6M | +41.3% | +2.1% | +39.2% | +40.0% |
| YTD | +7.1% | -1.6% | +8.7% | +6.5% |
| 1Y | -0.8% | -1.2% | +0.4% | -1.5% |
| 3Y | +85.0% | +35.3% | +49.7% | +67.0% |
| 5Y | +203.9% | +43.6% | +160.3% | +165.4% |
| All | +492.2% | +125.2% | +367.0% | +326.5% |
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